Re: [Quantlib-dev] FDDividendEngineShiftScale class

[Luigi B. <lui...@gm...>]

On Wed, 2008-11-12 at 04:43 -0800, a.p. wrote:
> 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:

Andrew,
	I'm not very familiar with those classes, but did you try the engines
in <ql/pricingengines/vanilla/fddividendamericanengine.hpp>?

Luigi


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