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Sourcecode: quantlib version File versions

dividendvanillaoption.hpp File Reference


Detailed Description

Vanilla option on a single asset with discrete dividends.

Definition in file dividendvanillaoption.hpp.

#include <ql/instruments/vanillaoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/cashflow.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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