FDDividendEngineBase< Scheme >

NAME

FDDividendEngineBase< Scheme > − Abstract base class for dividend engines.

SYNOPSIS

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

Inherits FDMultiPeriodEngine< Scheme >.

Inherited by FDDividendEngineMerton73< Scheme >, and FDDividendEngineShiftScale< 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.

Author

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