FDDividendEngineMerton73 Class Reference
[Vanilla option engines]
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inheritance diagram for FDDividendEngineMerton73:
Detailed Description
Finite-differences pricing engine for dividend options using.
Public Member Functions | |
| FDDividendEngineMerton73 (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |