QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Analytic discrete-dividend European engine. More...
Go to the source code of this file.
Classes | |
class | AnalyticDividendEuropeanEngine |
Analytic pricing engine for European options with discrete dividends. More... | |
Namespaces | |
namespace | QuantLib |
Analytic discrete-dividend European engine.
Definition in file analyticdividendeuropeanengine.hpp.