DividendBarrierOption Class Reference

Single-asset barrier option with discrete dividends. More...

#include <ql/instruments/dividendbarrieroption.hpp>

Inheritance diagram for DividendBarrierOption:

List of all members.

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 > &dividendDates, const std::vector< Real > &dividends)

Protected Member Functions

void setupArguments (PricingEngine::arguments *) const

Detailed Description

Single-asset barrier option with discrete dividends.


Member Function Documentation

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.