- QuantLib
- DividendBarrierOption
 
Single-asset barrier option with discrete dividends. More...
#include <ql/instruments/dividendbarrieroption.hpp>

| Classes | |
| class | arguments | 
| Arguments for dividend barrier option calculation  More... | |
| class | engine | 
| Dividend-barrier-option engine base class  More... | |
| Public Member Functions | |
| DividendBarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds) | |
| Protected Member Functions | |
| void | setupArguments (PricingEngine::arguments *) const | 
Single-asset barrier option with discrete dividends.
| 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 BarrierOption.