Finite-differences shout engine with dividends. More...
#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) | |
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FDEngineAdapter (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
Finite-differences shout engine with dividends.