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<title>FDDividendEngineBase< Scheme > Class Template Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">FDDividendEngineBase< Scheme > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::FDDividendEngineBase" --><!-- doxytag: inherits="QuantLib::FDMultiPeriodEngine" -->
<p>Abstract base class for dividend engines.
<a href="class_quant_lib_1_1_f_d_dividend_engine_base.html#details">More...</a></p>
<p><code>#include <ql/pricingengines/vanilla/fddividendengine.hpp></code></p>
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Inheritance diagram for FDDividendEngineBase< Scheme >:</div>
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<div class="center"><img src="class_quant_lib_1_1_f_d_dividend_engine_base__inherit__graph.png" border="0" usemap="#_f_d_dividend_engine_base_3_01_scheme_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_f_d_dividend_engine_base_3_01_scheme_01_4_inherit__map" id="_f_d_dividend_engine_base_3_01_scheme_01_4_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html" title="Finite-differences pricing engine for dividend options using escowed dividends model." alt="" coords="5,86,259,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html" title="Finite-differences engine for dividend options using shifted dividends." alt="" coords="283,86,541,117"/></map>
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<p><a href="class_quant_lib_1_1_f_d_dividend_engine_base-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a929b7ec6b0ab69abc1bc28136afdee47"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::FDDividendEngineBase" ref="a929b7ec6b0ab69abc1bc28136afdee47" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)" -->
 </td><td class="memItemRight" valign="bottom"><b>FDDividendEngineBase</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &process, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps=100, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> gridPoints=100, bool timeDependent=false)</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acfd07450c2c4e53f13b374121aaedc08"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::setupArguments" ref="acfd07450c2c4e53f13b374121aaedc08" args="(const PricingEngine::arguments *) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><b>setupArguments</b> (const PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1e6712a71412ac850e1068b04878d9a3"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::setGridLimits" ref="a1e6712a71412ac850e1068b04878d9a3" args="() const =0" -->
void </td><td class="memItemRight" valign="bottom"><b>setGridLimits</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6596133425c83e7deeb5ff237a46bead"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::executeIntermediateStep" ref="a6596133425c83e7deeb5ff237a46bead" args="(Size step) const =0" -->
void </td><td class="memItemRight" valign="bottom"><b>executeIntermediateStep</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> step) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3ef5049e86127b0e5966fab77f83f69e"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::getDividendAmount" ref="a3ef5049e86127b0e5966fab77f83f69e" args="(Size i) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>getDividendAmount</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa1411b73374835c4608473bf4e19610"></a><!-- doxytag: member="QuantLib::FDDividendEngineBase::getDiscountedDividend" ref="aaa1411b73374835c4608473bf4e19610" args="(Size i) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>getDiscountedDividend</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<template< class > class Scheme = CrankNicolson><br/>
class QuantLib::FDDividendEngineBase< Scheme ></h3>
<p>Abstract base class for dividend engines. </p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000056">Possible enhancements:</a></b></dt><dd>The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends </dd></dl>
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