QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

FdDividendAmericanOption Class Reference #include <ql/Pricers/fddividendamericanoption.hpp> List of all members. Detailed Description American option with discrete dividends. Bug: sometimes yields negative vega when deeply in-the-money method impliedVolatility() utterly fails Public Member Functions   FdDividendAmericanOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > &dividends=std::vector< Real >(), const std::vector< Time > &exdivdates=std::vector< Time >(), Size timeSteps=100, Size gridPoints=100) boost::shared_ptr< SingleAssetOption >  clone () const

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