QuantLib_FDDividendEngineBase man page

FDDividendEngineBase< Scheme > — Abstract base class for dividend engines.


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

Inherits FDMultiPeriodEngine< Scheme >.

Inherited by FDDividendEngineMerton73< Scheme >, and FDDividendEngineShiftScale< Scheme >.

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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FDDividendEngineBase(3), getDiscountedDividend(3), getDividendAmount(3) and setGridLimits(3) are aliases of QuantLib_FDDividendEngineBase(3).

QuantLib Version 1.8.1 Fri Sep 23 2016