24#ifndef quantlib_analytic_dividend_european_engine_hpp
25#define quantlib_analytic_dividend_european_engine_hpp
27#include <ql/instruments/dividendvanillaoption.hpp>
28#include <ql/processes/blackscholesprocess.hpp>
32 QL_DEPRECATED_DISABLE_WARNING
41 QL_DEPRECATED_ENABLE_WARNING
54 ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
Analytic pricing engine for European options with discrete dividends.
void calculate() const override
DividendSchedule dividends_
ext::shared_ptr< GeneralizedBlackScholesProcess > process_
std::vector< ext::shared_ptr< Dividend > > DividendSchedule