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"ql/pricingengines/vanilla/fddividendamericanengine"
FDDividendAmericanEngineMerton73
Class FDDividendAmericanEngineMerton73
Hierarchy
FDEngineAdapter
FDDividendAmericanEngineMerton73
Implements
Observable
Observer
PricingEngine
Index
Constructors
constructor
Properties
Scheme
_arguments
_is
Disposed
_observables
_observers
_results
base
deep
Update
dispose
engine
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
Methods
calculate
fd
Init
fdea
Init
get
Arguments
get
Results
reset
update
Constructors
constructor
new FDDividend
American
Engine
Merton73
(
Scheme
?:
any
)
:
FDDividendAmericanEngineMerton73
Parameters
Default value
Scheme:
any
= new CrankNicolson()
Returns
FDDividendAmericanEngineMerton73
Properties
Scheme
Scheme
:
any
_arguments
_arguments
:
Arguments
_is
Disposed
_is
Disposed
:
boolean
= false
_observables
_observables
:
Set
<
Observable
>
= new Set()
_observers
_observers
:
Set
<
Observer
>
= new Set()
_results
_results
:
Results
base
base
:
any
deep
Update
deep
Update
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
engine
engine
:
any
is
Disposed
is
Disposed
:
boolean
notify
Observers
notify
Observers
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
register
Observer
register
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
register
With
register
With
:
(
h
:
Observable
)
=>
void
Type declaration
(
h
:
Observable
)
:
void
Parameters
h:
Observable
Returns
void
register
With
Observables
register
With
Observables
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
Observer
unregister
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
With
unregister
With
:
(
h
:
Observable
)
=>
Size
Type declaration
(
h
:
Observable
)
:
Size
Parameters
h:
Observable
Returns
Size
unregister
With
All
unregister
With
All
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
Methods
calculate
calculate
(
)
:
void
Returns
void
fd
Init
fd
Init
(
process
:
GeneralizedBlackScholesProcess
, timeSteps
?:
Size
, gridPoints
?:
Size
, timeDependent
?:
boolean
)
:
FDDividendAmericanEngine
Parameters
process:
GeneralizedBlackScholesProcess
Default value
timeSteps:
Size
= 100
Default value
gridPoints:
Size
= 100
Default value
timeDependent:
boolean
= false
Returns
FDDividendAmericanEngine
fdea
Init
fdea
Init
(
process
:
GeneralizedBlackScholesProcess
, timeSteps
?:
Size
, gridPoints
?:
Size
, timeDependent
?:
boolean
)
:
FDEngineAdapter
Parameters
process:
GeneralizedBlackScholesProcess
Default value
timeSteps:
Size
= 100
Default value
gridPoints:
Size
= 100
Default value
timeDependent:
boolean
= false
Returns
FDEngineAdapter
get
Arguments
get
Arguments
(
)
:
Arguments
Returns
Arguments
get
Results
get
Results
(
)
:
Results
Returns
Results
reset
reset
(
)
:
void
Returns
void
update
update
(
)
:
void
Returns
void
Globals
"ql/pricingengines/vanilla/fddividendamericanengine"
FDDividend
American
Engine
FDDividend
American
Engine
Merton73
constructor
Scheme
_arguments
_is
Disposed
_observables
_observers
_results
base
deep
Update
dispose
engine
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
calculate
fd
Init
fdea
Init
get
Arguments
get
Results
reset
update
FDDividend
American
Engine
Shift
Scale