QuantLib_DividendBarrierOption (3) Linux Manual Page

QuantLib::DividendBarrierOption – Single-asset barrier option with discrete dividends.

Synopsis

#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>

Inherits QuantLib::BarrierOption.

Classes

class arguments
Arguments for dividend barrier option calculation
class engine
Dividend-barrier-option engine base class

Public Member Functions

DividendBarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > &dividendDates, const std::vector< Real > &dividends)

Protected Member Functions

void setupArguments (PricingEngine::arguments *) const

Detailed Description

Single-asset barrier option with discrete dividends.

Member Function Documentation

void setupArguments (PricingEngine::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 BarrierOption.

Author

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