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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/Pricers/fddividendshoutoption.hpp>

namespace QuantLib {


                         Option::Type type, Real underlying, Real strike,
                         Spread dividendYield, Rate riskFreeRate,
                         Time residualTime, Volatility volatility,
                         const std::vector<Real>& dividends,
                         const std::vector<Time>& exdivdates,
                         Size timeSteps, Size gridPoints)
    : FdDividendOption(type, underlying, strike, dividendYield,
                       riskFreeRate, residualTime, volatility,
                       dividends, exdivdates, timeSteps, gridPoints){}

    void FdDividendShoutOption::initializeStepCondition() const {
        stepCondition_ = boost::shared_ptr<StandardStepCondition>(
                          new ShoutCondition(intrinsicValues_, residualTime_,

    boost::shared_ptr<SingleAssetOption> FdDividendShoutOption::clone() const {
        return boost::shared_ptr<SingleAssetOption>(
                                            new FdDividendShoutOption(*this));



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