- QuantLib
- FDDividendAmericanEngine
Finite-differences pricing engine for dividend American options. More...
#include <ql/pricingengines/vanilla/fddividendamericanengine.hpp>
Inherits FDEngineAdapter< base, engine >.
Public Member Functions | |
FDDividendAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) |
Finite-differences pricing engine for dividend American options.