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dividendbarrieroption.hpp
Langue: en
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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