ql/Instruments/dividendvanillaoption.hpp File Reference


Detailed Description

Vanilla option on a single asset with discrete dividends.

#include <ql/Instruments/vanillaoption.hpp>
#include <ql/Instruments/dividendschedule.hpp>

Include dependency graph for dividendvanillaoption.hpp:


Namespaces

namespace  QuantLib

Classes

class  DividendVanillaOption
 Single-asset vanilla option (no barriers) with discrete dividends. More...
class  DividendVanillaOption::arguments
 Arguments for dividend vanilla option calculation More...
class  DividendVanillaOption::engine
 Dividend vanilla option engine base class. More...

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