- QuantLib
- AnalyticDividendEuropeanEngine
Analytic pricing engine for European options with discrete dividends. More...
#include <ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>
Public Member Functions | |
AnalyticDividendEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
void | calculate () const |
Analytic pricing engine for European options with discrete dividends.