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dividendvanillaoption.hpp File Reference

Vanilla option on a single asset with discrete dividends. More...

#include <ql/Instruments/vanillaoption.hpp>
#include <ql/Instruments/dividendschedule.hpp>
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Classes

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

Detailed Description

Vanilla option on a single asset with discrete dividends.

Definition in file dividendvanillaoption.hpp.


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