- QuantLib
- FDDividendEngineBase
 
Abstract base class for dividend engines. More...
#include <ql/pricingengines/vanilla/fddividendengine.hpp>

| 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 | 
Abstract base class for dividend engines.