Re: [Quantlib-dev] FDDividendEngineShiftScale class

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

Dear, Luigi, thanks for reply, but i wish my message had deleted (moreover i
deleted it via nabble.com), cause i found an error in my code :) These
classes work perfectly, i've checked it. 
Initially i didn't find FDDividendAmericanEngine, but it implements all my
efforts and changes by using FDEngineAdapter, so now i work with this class.
Who's the developer of these classes and with whom i could consult about
their usage? 


Luigi Ballabio wrote:
> 
> 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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> -- James Thurber 
> 
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