FDDividendEngineShiftScale Class Reference
[Vanilla option engines]
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inheritance diagram for FDDividendEngineShiftScale:

Detailed Description
Finite-differences engine for dividend options using shifted dividends.
Public Member Functions | |
FDDividendEngineShiftScale (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) |