Re: FDDividendEngineShiftScale class

Posted by Luigi Ballabio on Nov 14, 2008; 2:46pm
URL: http://quantlib.414.s1.nabble.com/FDDividendEngineShiftScale-class-tp12407p12408.html

On Wed, 2008-11-12 at 04:43 -0800, a.p. wrote:
> For proper valuation i've changed the declaration of used class:
> class FDDividendEngineShiftScale : public DividendVanillaOption::engine,
> FDDividendEngineBase
> it's necessary for DividendVanillaOption.setPricingEngine initialization,
> and added calculate() function description:

Andrew,
        I'm not very familiar with those classes, but did you try the engines
in <ql/pricingengines/vanilla/fddividendamericanengine.hpp>?

Luigi


--

It is better to know some of the questions than all of the answers.
-- James Thurber



-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev