public FDEuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints, bool timeDependent)
: base(process, timeSteps, gridPoints, timeDependent)
{
prices_ = new SampledCurve(gridPoints);
process.registerWith(update);
}
public BinomialConvertibleEngine(GeneralizedBlackScholesProcess process, int timeSteps)
{
process_ = process;
timeSteps_ = timeSteps;
Utils.QL_REQUIRE(timeSteps > 0, () => " timeSteps must be positive");
process_.registerWith(update);
}
public AnalyticDigitalAmericanEngine(GeneralizedBlackScholesProcess process)
{
process_ = process;
process_.registerWith(update);
}
