org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDDividendEngine

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDMultiPeriodEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendEngineBase

org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendEngineMerton73

org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendEngine

public final class FDDividendEngine
extends FDDividendEngineMerton73

This class mimics

 typedef FDDividendEngineMerton73 FDDividendEngine;
 

Constructor Summary

Constructors

Constructor and Description
FDDividendEngine(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints, boolean timeDependent)

Method Summary

Methods inherited from class org.jquantlib.pricingengines.vanilla.finitedifferences.FDMultiPeriodEngine

calculate, setupArguments

Methods inherited from class org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

grid

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FDDividendEngine

public FDDividendEngine(GeneralizedBlackScholesProcess process,
                        int timeSteps,
                        int gridPoints,
                        boolean timeDependent)