fdmshoutloginnervaluecalculator.hpp File Reference

inner value for a shout option More...

#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp>

Go to the source code of this file.

Classes
class	FdmShoutLogInnerValueCalculator

Namespaces
namespace	QuantLib

Detailed Description

inner value for a shout option

Definition in file fdmshoutloginnervaluecalculator.hpp.