org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDDividendEngineBase

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDMultiPeriodEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendEngineBase

Direct Known Subclasses:

FDDividendEngineMerton73

public abstract class FDDividendEngineBase
extends FDMultiPeriodEngine

Abstract base class for dividend engines

Constructor Summary

Constructors

Constructor and Description
FDDividendEngineBase(GeneralizedBlackScholesProcess process)
FDDividendEngineBase(GeneralizedBlackScholesProcess process, int timeSteps)
FDDividendEngineBase(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints)
FDDividendEngineBase(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

FDDividendEngineBase

public FDDividendEngineBase(GeneralizedBlackScholesProcess process)

FDDividendEngineBase

public FDDividendEngineBase(GeneralizedBlackScholesProcess process,
                            int timeSteps)

FDDividendEngineBase

public FDDividendEngineBase(GeneralizedBlackScholesProcess process,
                            int timeSteps,
                            int gridPoints)

FDDividendEngineBase

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