- QuantLib
- DividendBarrierOption
Single-asset barrier option with discrete dividends. More...
#include <ql/instruments/dividendbarrieroption.hpp>
Classes | |
class | arguments |
Arguments for dividend barrier option calculation More... | |
class | engine |
Dividend-barrier-option engine base class More... | |
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 > ÷ndDates, const std::vector< Real > ÷nds) | |
Protected Member Functions | |
void | setupArguments (PricingEngine::arguments *) const |
Single-asset barrier option with discrete dividends.
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.