DividendVanillaOption Class Reference
[Financial instruments]
#include <ql/Instruments/dividendvanillaoption.hpp>
Inheritance diagram for DividendVanillaOption:

Detailed Description
Single-asset vanilla option (no barriers) with discrete dividends.
Public Member Functions | |
| DividendVanillaOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
Protected Member Functions | |
| void | setupArguments (Arguments *) const |
Classes | |
| class | arguments |
| Arguments for dividend vanilla option calculation More... | |
| class | engine |
| Dividend vanilla option engine base class. More... | |
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.