QuantLib: FDDividendEuropeanEngineMerton73< Scheme > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
FDDividendEuropeanEngineMerton73< Scheme > Class Template Reference

Finite-differences pricing engine for dividend European options. More...

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

Inherits FDEngineAdapter< base, engine >.

## Public Member Functions
| FDDividendEuropeanEngineMerton73 (const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

## Detailed Description

### template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendEuropeanEngineMerton73< Scheme >

Finite-differences pricing engine for dividend European options.

Deprecated:
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.