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

Analytic discrete-dividend European engine. More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes

class  AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Analytic discrete-dividend European engine.

Definition in file analyticdividendeuropeanengine.hpp.