Package org.jquantlib.pricingengines.vanilla.finitedifferences

Examples of org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendAmericanEngine

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        switch (exercise.type()) {
            case European:
                engine = new AnalyticDividendEuropeanEngine(newProcess);
                break;
            case American:
                engine = new FDDividendAmericanEngine(newProcess);
                break;
            case Bermudan:
                throw new LibraryException("engine not available for Bermudan option with dividends"); // TODO: message
            default:
                throw new LibraryException("unknown exercise type"); // // TODO: message
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        switch (exercise.type()) {
            case European:
                engine = new AnalyticDividendEuropeanEngine(newProcess);
                break;
            case American:
                engine = new FDDividendAmericanEngine(newProcess);
                break;
            case Bermudan:
                throw new LibraryException("engine not available for Bermudan option with dividends"); // TODO: message
            default:
                throw new LibraryException("unknown exercise type"); // // TODO: message
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Related Classes of org.jquantlib.pricingengines.vanilla.finitedifferences.FDDividendAmericanEngine

  • org.jquantlib.instruments.DividendVanillaOption
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