QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
FDDividendAmericanEngine< Scheme > Class Template Reference

Finite-differences pricing engine for dividend American options. More...

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

Inherits FDEngineAdapter< base, engine >.

Public Member Functions

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

Detailed Description

template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendAmericanEngine< Scheme >

Finite-differences pricing engine for dividend American options.

Deprecated:
Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.