- QuantLib
- DividendVanillaOption
 
Single-asset vanilla option (no barriers) with discrete dividends. More...
#include <ql/instruments/dividendvanillaoption.hpp>

| Classes | |
| class | arguments | 
| Arguments for dividend vanilla option calculation  More... | |
| class | engine | 
| Dividend-vanilla-option engine base class  More... | |
| Public Member Functions | |
| DividendVanillaOption (const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds) | |
| Volatility | impliedVolatility (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | 
| Protected Member Functions | |
| void | setupArguments (PricingEngine::arguments *) const | 
Single-asset vanilla option (no barriers) with discrete dividends.
| Volatility impliedVolatility | ( | Real | price, | 
| const boost::shared_ptr< GeneralizedBlackScholesProcess > & | process, | ||
| Real | accuracy = 1.0e-4, | ||
| Size | maxEvaluations = 100, | ||
| Volatility | minVol = 1.0e-7, | ||
| Volatility | maxVol = 4.0 | ||
| ) | const | 
| void setupArguments | ( | PricingEngine::arguments * | ) | const  [protected, virtual] | 
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.