FdShoutOption Class Reference

#include <ql/Pricers/fdshoutoption.hpp>

Inheritance diagram for FdShoutOption:

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Detailed Description

Deprecated:
use VanillaOption with FDShoutEngine instead


Public Member Functions

 FdShoutOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size timeSteps=100, Size gridPoints=100)
void initializeStepCondition () const
boost::shared_ptr< SingleAssetOptionclone () const


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