QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | Protected Member Functions | List of all members
FDDividendEngineBase< Scheme > Class Template Referenceabstract

Abstract base class for dividend engines. More...

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

+ Inheritance diagram for FDDividendEngineBase< Scheme >:

Public Member Functions

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

Protected Member Functions

virtual void setupArguments (const PricingEngine::arguments *) const
 
void setGridLimits () const =0
 
void executeIntermediateStep (Size step) const =0
 
Real getDividendAmount (Size i) const
 
Real getDiscountedDividend (Size i) const
 

Detailed Description

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

Abstract base class for dividend engines.