FdDividendEuropeanOption Class Reference

#include <ql/Pricers/fddividendeuropeanoption.hpp>

Inheritance diagram for FdDividendEuropeanOption:

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Detailed Description

European option with dividends.


Public Member Functions

 FdDividendEuropeanOption (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility, const std::vector< double > &dividends, const std::vector< Time > &exdivdates)
double theta () const
double rho () const
double dividendRho () const
Handle< SingleAssetOptionclone () const
double riskless (Rate r, std::vector< double > divs, std::vector< Time > divDates) const


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