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... |