26#ifndef quantlib_dividend_barrier_option_hpp
27#define quantlib_dividend_barrier_option_hpp
29#include <ql/instruments/barrieroption.hpp>
30#include <ql/instruments/dividendschedule.hpp>
31#include <ql/instruments/payoffs.hpp>
48 const ext::shared_ptr<StrikedTypePayoff>& payoff,
49 const ext::shared_ptr<Exercise>& exercise,
50 const std::vector<Date>& dividendDates,
51 const std::vector<Real>& dividends);
67 QL_DEPRECATED_DISABLE_WARNING
70 DividendBarrierOption::results> {
74 QL_DEPRECATED_ENABLE_WARNING
Arguments for barrier option calculation
Barrier option on a single asset.
DividendSchedule cashFlow
void validate() const override
bool triggered(Real underlying) const
Single-asset barrier option with discrete dividends.
DividendSchedule cashFlow_
template base class for option pricing engines
std::vector< ext::shared_ptr< Dividend > > DividendSchedule