Vanilla option on a single asset with discrete dividends. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/dividendschedule.hpp>#include <ql/instruments/payoffs.hpp>
Classes | |
| class | DividendVanillaOption |
| Single-asset vanilla option (no barriers) with discrete dividends. More... | |
| class | DividendVanillaOption::arguments |
| Arguments for dividend vanilla option calculation More... | |
| class | DividendVanillaOption::engine |
| Dividend-vanilla-option engine base class More... | |
Vanilla option on a single asset with discrete dividends.