AnalyticDividendEuropeanEngine Class Reference
[Vanilla option engines]
#include <ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp>
Inheritance diagram for AnalyticDividendEuropeanEngine:
[legend]List of all members.
Detailed Description
Analytic pricing engine for European options with discrete dividends.
- Tests:
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
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Public Member Functions |
void | calculate () const |
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