FDDividendShoutEngine Class Reference
[Vanilla option engines]

#include <ql/PricingEngines/Vanilla/fddividendshoutengine.hpp>

Inheritance diagram for FDDividendShoutEngine:

Inheritance graph
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List of all members.

Detailed Description

Finite-differences shout engine with dividends.


Public Member Functions

 FDDividendShoutEngine (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

Protected Member Functions

void initializeStepCondition () const


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