Finite-Differences Black Scholes barrier option rebate helper engine. More...
#include <ql/processes/blackscholesprocess.hpp>#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>#include <ql/instruments/dividendbarrieroption.hpp>
Classes | |
| class | FdBlackScholesRebateEngine |
| Finite-Differences Black Scholes barrier option rebate helper engine. More... | |
Finite-Differences Black Scholes barrier option rebate helper engine.