FdDividendShoutOption Class Reference

#include <ql/Pricers/fddividendshoutoption.hpp>

List of all members.


Detailed Description

Shout option with dividends.


Public Member Functions

 FdDividendShoutOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > &dividends=std::vector< Real >(), const std::vector< Time > &exdivdates=std::vector< Time >(), Size timeSteps=100, Size gridPoints=100)
boost::shared_ptr< SingleAssetOptionclone () const
Real dividendRho () const

Protected Member Functions

void initializeStepCondition () const


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