Barrier option on a single asset with discrete dividends. More...
#include <ql/instruments/barrieroption.hpp>#include <ql/instruments/dividendschedule.hpp>#include <ql/instruments/payoffs.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... | |
Barrier option on a single asset with discrete dividends.