fdblackscholesrebateengine.hpp File Reference

Finite-differences Black/Scholes barrier option rebate helper engine. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
#include <ql/instruments/barrieroption.hpp>

Go to the source code of this file.

Classes
class	FdBlackScholesRebateEngine
	Finite-differences Black/Scholes barrier-option rebate helper engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Finite-differences Black/Scholes barrier option rebate helper engine.

Definition in file fdblackscholesrebateengine.hpp.