/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2005 Joseph Wang This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file fddividendshoutengine.hpp \brief base class for shout engine with dividends */ #ifndef quantlib_fd_dividend_shout_engine_hpp #define quantlib_fd_dividend_shout_engine_hpp #include #include #include #include namespace QuantLib { //! Finite-differences shout engine with dividends /*! \ingroup vanillaengines \bug results are not overly reliable. */ typedef FDEngineAdapter, DividendVanillaOption::engine> FDDividendShoutEngine; typedef FDEngineAdapter, DividendVanillaOption::engine> FDDividendShoutEngineMerton73; typedef FDEngineAdapter, DividendVanillaOption::engine> FDDividendShoutEngineShiftScale; } #endif