Partial Integro Finite-Differences Bates vanilla option engine. More...
#include <ql/models/equity/batesmodel.hpp>#include <ql/instruments/dividendvanillaoption.hpp>#include <ql/pricingengines/genericmodelengine.hpp>#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
Classes | |
| class | FdBatesVanillaEngine |
| Partial Integro FiniteDifferences Bates Vanilla Option engine. More... | |
Partial Integro Finite-Differences Bates vanilla option engine.