DividendVanillaOption Class Reference
[Financial instruments]

#include <ql/Instruments/dividendvanillaoption.hpp>

Inheritance diagram for DividendVanillaOption:

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List of all members.

Detailed Description

Single-asset vanilla option (no barriers) with discrete dividends.


Public Member Functions

 DividendVanillaOption (const boost::shared_ptr< BlackScholesProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > &dividendDates, const std::vector< Real > &dividends, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())

Protected Member Functions

void setupArguments (Arguments *) const


Member Function Documentation

void setupArguments Arguments  )  const [protected, virtual]
 

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.


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