QuantLib_FDDividendEngineBase man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib