[Quantlib-dev] MC Engine for dividend options

[<Fra...@bs...>]

Hi all,
In order to develop the MC pricing engine for dividend (barrier) options
(european exercise), I would like to ask where is the best place to
handle the dividend cashflow: in the path pricer of the pricing engine,
or directly in the process, eventually creating new subclasses for the
processes? Or are there any other ways?

Thanks
Francesco