DividendVanillaOption (3) Linux Manual Page

ql/instruments/dividendvanillaoption.hpp – Vanilla option on a single asset with discrete dividends.

Synopsis

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>

Classes

class DividendVanillaOption
Single-asset vanilla option (no barriers) with discrete dividends.
class arguments
Arguments for dividend vanilla option calculation
class engine
Dividend-vanilla-option engine base class

Detailed Description

Vanilla option on a single asset with discrete dividends.

Author

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