analyticdividendeuropeanengine.hpp File Reference

Analytic discrete-dividend European engine. More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	AnalyticDividendEuropeanEngine
	Analytic pricing engine for European options with discrete dividends. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic discrete-dividend European engine.

Definition in file analyticdividendeuropeanengine.hpp.