dividendvanillaoption.hpp

Langue: en

Autres versions - même langue

Version: 376347 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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