- QuantLib
- AnalyticDividendEuropeanEngine
 
Analytic pricing engine for European options with discrete dividends. More...
#include <ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>

| Public Member Functions | |
| AnalyticDividendEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const | 
Analytic pricing engine for European options with discrete dividends.