FdSimpleBSSwing

Subtype of Pricing Method

Corresponds to the QuantLib FdSimpleBSSwing Engine.
This model assumes the underlying price follows a Black-Scholes-Merton dynamics, which is then discritized using a 1-factor finite differences grid.
As such, the dividend yield (or storage cost), spot underlying price and volatility must all be supplied as input in the market data.