#include <ql/Instruments/dividendvanillaoption.hpp>
Inheritance diagram for DividendVanillaOption:
[legend]List of all members.
Detailed Description
Single-asset vanilla option (no barriers) with discrete dividends.
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. |
|