quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.FdBlackScholesVanillaEngine

class FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, Size t_grid=100, Size x_grid=100, Size damping_steps=0, FdmSchemeDesc scheme=FdmSchemeDesc.Douglas(), bool local_vol=False, Real illegal_local_vol_overwrite=-Null[Real](), CashDividendModel cash_dividend_model=Spot, DividendSchedule dividends=None)

Bases: PricingEngine

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)