FdAmericanOption Class Reference

#include <fdamericanoption.hpp>

Inheritance diagram for FdAmericanOption:

Inheritance graph
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List of all members.

Detailed Description

American option
Todo:
make american call with no dividends = european


Public Member Functions

 FdAmericanOption (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility, int timeSteps, int gridPoints)
void initializeStepCondition () const
Handle< SingleAssetOptionclone () const


The documentation for this class was generated from the following file:

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