[Quantlib-dev] FDDividendEngineShiftScale class

[a.p. <an...@gm...>]

Hello everybody!
Currently, i try to implement FD Framework for american option valuation (on
stock with dividends), and then use it for single barrier option pricing. I
use FDDividendEngineShiftScale and unfortunately found that results are
absolutly unreliable. The main function, which is used for calculation, is
FDMultiPeriodEngine:: calculate() (it's the parent class). Have anybody
checked the correctness of this function? 
For proper valuation i've changed the declaration of used class:
	class FDDividendEngineShiftScale : public DividendVanillaOption::engine,
FDDividendEngineBase
it's necessary for DividendVanillaOption.setPricingEngine initialization,
and added calculate() function description:
	void calculate() const {
		setupArguments(&arguments_);
		FDMultiPeriodEngine::calculate(&results_);
	}
Also i've changed condition engine to FDAmericanCondition and added another
constructor for AmericanExercise class (it's already documented):
  AmericanExercise::AmericanExercise(const Date& latestDate,
				       bool payoffAtExpiry)
    : EarlyExercise(American, payoffAtExpiry) {
        dates_ = std::vector<Date>(1, latestDate);
    }

That's all. Maybe i should do some other steps to achieve correct results?
Thanks in advance.
Andrew.
P.S i work with QuantLib 0.9.0 version

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