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dividendbarrieroption.hpp File Reference

Detailed Description

Barrier option on a single asset with discrete dividends.

Definition in file dividendbarrieroption.hpp.

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

Go to the source code of this file.


namespace  QuantLib


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

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