DividendVanillaOption Class Reference
[Financial instruments]
#include <ql/Instruments/dividendvanillaoption.hpp>
Inheritance diagram for DividendVanillaOption:

Detailed Description
Single-asset vanilla option (no barriers) with discrete dividends.
Public Member Functions | |
DividendVanillaOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
Protected Member Functions | |
void | setupArguments (Arguments *) const |
Classes | |
class | arguments |
Arguments for dividend vanilla option calculation More... | |
class | engine |
Dividend vanilla option engine base class. More... |
Member Function Documentation
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When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used. Reimplemented from OneAssetStrikedOption. |