american engine with discrete deterministic dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>#include <ql/pricingengines/vanilla/fddividendengine.hpp>#include <ql/pricingengines/vanilla/fdconditions.hpp>
Classes | |
| class | FDDividendAmericanEngine< Scheme > |
| Finite-differences pricing engine for dividend American options. More... | |
american engine with discrete deterministic dividends