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 <ql/cashflow.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...