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dividendvanillaoption.hpp
Langue: en
Version: 376347 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/dividendvanillaoption.hpp -Vanilla option on a single asset with discrete dividends.
SYNOPSIS
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class DividendVanillaOption
Single-asset vanilla option (no barriers) with discrete dividends.
class DividendVanillaOption::arguments
Arguments for dividend vanilla option calculation
class DividendVanillaOption::engine
Dividend-vanilla-option engine base class
Detailed Description
Vanilla option on a single asset with discrete dividends.
Author
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