dividendbarrieroption.hpp

Langue: en

Autres versions - même langue

Version: 383497 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/finitedifferences/dividendbarrieroption.hpp -

Barrier option on a single asset with discrete dividends.

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class DividendBarrierOption
Single-asset barrier option with discrete dividends.
class DividendBarrierOption::arguments
Arguments for dividend barrier option calculation
class DividendBarrierOption::engine
Dividend-barrier-option engine base class

Detailed Description

Barrier option on a single asset with discrete dividends.

Author

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