FDDividendEngineBase< Scheme > Class Template Reference

Abstract base class for dividend engines. More...

#include <ql/pricingengines/vanilla/fddividendengine.hpp>

Inheritance diagram for FDDividendEngineBase< Scheme >:

List of all members.

Public Member Functions

 FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

Protected Member Functions

virtual void setupArguments (const PricingEngine::arguments *) const
void setGridLimits () const =0
void executeIntermediateStep (Size step) const =0
Real getDividendAmount (Size i) const
Real getDiscountedDividend (Size i) const

Detailed Description

template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendEngineBase< Scheme >

Abstract base class for dividend engines.

Possible enhancements:
The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends