FDDividendEngineBase< Scheme > Class Template Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Member Functions
FDDividendEngineBase< Scheme > Class Template Reference

Abstract base class for dividend engines. More...

`#include <ql/pricingengines/vanilla/fddividendengine.hpp>`

Inheritance diagram for FDDividendEngineBase< Scheme >:
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List of all members.

## Public Member Functions
| FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)
## Protected Member Functions
virtual void | setupArguments (const PricingEngine::arguments *) const
void | setGridLimits () const =0
void | executeIntermediateStep (Size step) const =0
Real | getDividendAmount (Size i) const
Real | getDiscountedDividend (Size i) const

## Detailed Description

### template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendEngineBase< Scheme >

Abstract base class for dividend engines.

Possible enhancements:
  The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends