ql/experimental/finitedifferences/dividendbarrieroption.hpp File Reference

Barrier option on a single asset with discrete dividends. More...

#include <ql/instruments/barrieroption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for dividendbarrieroption.hpp:

Classes

class  DividendBarrierOption
 Single-asset barrier option with discrete dividends. More...
class  DividendBarrierOption::arguments
 Arguments for dividend barrier option calculation More...
class  DividendBarrierOption::engine
 Dividend-barrier-option engine base class More...

Detailed Description

Barrier option on a single asset with discrete dividends.