dividendbarrieroption.hpp File Reference

Barrier option on a single asset with discrete dividends. More...

Include dependency graph for dividendbarrieroption.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

Barrier option on a single asset with discrete dividends.