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QuantLib_DividendBarrierOption
Langue: en
Version: 383143 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DividendBarrierOption -Single-asset barrier option with discrete dividends.
SYNOPSIS
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
Inherits QuantLib::BarrierOption.
Classes
class arguments
Arguments for dividend barrier option calculation
class engine
Dividend-barrier-option engine base class
Public Member Functions
DividendBarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds)
Protected Member Functions
void setupArguments (PricingEngine::arguments *) const
Detailed Description
Single-asset barrier option with discrete dividends.
Member Function Documentation
void setupArguments (PricingEngine::arguments *) const [protected, virtual]When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from BarrierOption.
Author
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