24#ifndef quantlib_fd_black_scholes_shout_engine_hpp
25#define quantlib_fd_black_scholes_shout_engine_hpp
27#include <ql/pricingengine.hpp>
28#include <ql/instruments/dividendvanillaoption.hpp>
29#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
33 class GeneralizedBlackScholesProcess;
35 QL_DEPRECATED_DISABLE_WARNING
38 QL_DEPRECATED_ENABLE_WARNING
42 ext::shared_ptr<GeneralizedBlackScholesProcess>,
45 Size dampingSteps = 0,
49 ext::shared_ptr<GeneralizedBlackScholesProcess>,
53 Size dampingSteps = 0,
59 const ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
void calculate() const override
const ext::shared_ptr< GeneralizedBlackScholesProcess > process_
DividendSchedule dividends_
const FdmSchemeDesc schemeDesc_
std::size_t Size
size of a container
std::vector< ext::shared_ptr< Dividend > > DividendSchedule
static FdmSchemeDesc Douglas()