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Re: FDDividendEngineShiftScale class

Posted by Andrew Kolesnikov on Nov 16, 2008; 8:00pm
URL: http://quantlib.414.s1.nabble.com/FDDividendEngineShiftScale-class-tp12407p12409.html

Dear, Luigi, thanks for reply, but i wish my message had deleted (moreover i deleted it via nabble.com), cause i found an error in my code :) These classes work perfectly, i've checked it.
Initially i didn't find FDDividendAmericanEngine, but it implements all my efforts and changes by using FDEngineAdapter, so now i work with this class. Who's the developer of these classes and with whom i could consult about their usage?

Luigi Ballabio wrote
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



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