QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
fdmescrowedloginnervaluecalculator.hpp File Reference

inner value for a escrowed dividend model More...

#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp>

Go to the source code of this file.

Classes

class  FdmEscrowedLogInnerValueCalculator
 

Namespaces

namespace  QuantLib
 

Detailed Description

inner value for a escrowed dividend model

Definition in file fdmescrowedloginnervaluecalculator.hpp.