dividendbarrieroption (3) - Linux Manuals

dividendbarrieroption: Barrier option on a single asset with discrete dividends.

NAME

ql/experimental/finitedifferences/dividendbarrieroption.hpp - Barrier option on a single asset with discrete dividends.

SYNOPSIS

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

Classes

class DividendBarrierOption
Single-asset barrier option with discrete dividends.
class arguments
Arguments for dividend barrier option calculation
class engine
Dividend-barrier-option engine base class

Detailed Description

Barrier option on a single asset with discrete dividends.

Author

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