QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Analytic pricing engine for European options with discrete dividends. More...
#include <analyticdividendeuropeanengine.hpp>
Public Member Functions | |
AnalyticDividendEuropeanEngine (ext::shared_ptr< GeneralizedBlackScholesProcess > process, DividendSchedule dividends) | |
void | calculate () const override |
Private Attributes | |
ext::shared_ptr< GeneralizedBlackScholesProcess > | process_ |
DividendSchedule | dividends_ |
Analytic pricing engine for European options with discrete dividends.
Definition at line 38 of file analyticdividendeuropeanengine.hpp.
AnalyticDividendEuropeanEngine | ( | ext::shared_ptr< GeneralizedBlackScholesProcess > | process, |
DividendSchedule | dividends | ||
) |
Definition at line 27 of file analyticdividendeuropeanengine.cpp.
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override |
Definition at line 34 of file analyticdividendeuropeanengine.cpp.
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private |
Definition at line 45 of file analyticdividendeuropeanengine.hpp.
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private |
Definition at line 46 of file analyticdividendeuropeanengine.hpp.