DividendEuropeanOption Class Reference

#include <ql/Pricers/dividendeuropeanoption.hpp>

List of all members.


Detailed Description

European option with dividends.

Deprecated:
use DividendVanillaOption with AnalyticDividendEuropeanEngine instead


Public Member Functions

 DividendEuropeanOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > &dividends, const std::vector< Time > &exdivdates)
Real value () const
Real delta () const
Real gamma () const
Real theta () const
Real vega () const
Real rho () const


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