QuantLib_FDDividendShoutEngine man page

FDDividendShoutEngine< Scheme > — Finite-differences shout engine with dividends.

Synopsis

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

Inherits FDEngineAdapter< base, engine >.

Public Member Functions

FDDividendShoutEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

Detailed Description

template<template< class > class Scheme = CrankNicolson>

class QuantLib::FDDividendShoutEngine< Scheme >" Finite-differences shout engine with dividends.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FDDividendShoutEngine(3) is an alias of QuantLib_FDDividendShoutEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib