org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDDividendEuropeanEngine

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDEngineAdapter<FDDividendEngine,VanillaOption.Engine>

org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendEuropeanEngine

All Implemented Interfaces:

OneAssetOption.Engine, VanillaOption.Engine, PricingEngine, Observable, Observer

public class FDDividendEuropeanEngine
extends FDEngineAdapter<FDDividendEngine,VanillaOption.Engine>
implements VanillaOption.Engine

Finite-differences pricing engine for dividend European options

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
PricingEngine.Arguments	getArguments()
PricingEngine.Results	getResults()
void	reset()

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

addObserver, calculate, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, update

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.jquantlib.pricingengines.PricingEngine

calculate, update

Methods inherited from interface org.jquantlib.util.Observable

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers

Methods inherited from interface org.jquantlib.util.Observer

update

Constructor Detail

FDDividendEuropeanEngine

public FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process)

FDDividendEuropeanEngine

public FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process,
                                int timeSteps)

FDDividendEuropeanEngine

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

FDDividendEuropeanEngine

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

Method Detail

getArguments

public PricingEngine.Arguments getArguments()

Specified by:

getArguments in interface PricingEngine

getResults

public PricingEngine.Results getResults()

Specified by:

getResults in interface PricingEngine

reset

public void reset()

Specified by:

reset in interface PricingEngine