24#ifndef quantlib_dividend_vanilla_option_hpp
25#define quantlib_dividend_vanilla_option_hpp
27#include <ql/instruments/oneassetoption.hpp>
28#include <ql/instruments/dividendschedule.hpp>
29#include <ql/instruments/payoffs.hpp>
33 class GeneralizedBlackScholesProcess;
45 const ext::shared_ptr<StrikedTypePayoff>& payoff,
46 const ext::shared_ptr<Exercise>& exercise,
47 const std::vector<Date>& dividendDates,
48 const std::vector<Real>& dividends);
54 const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
55 Real accuracy = 1.0e-4,
56 Size maxEvaluations = 100,
73 QL_DEPRECATED_DISABLE_WARNING
76 DividendVanillaOption::results> {};
77 QL_DEPRECATED_ENABLE_WARNING
DividendSchedule cashFlow
void validate() const override
Single-asset vanilla option (no barriers) with discrete dividends.
DividendSchedule cashFlow_
template base class for option pricing engines
Base class for options on a single asset.
Real Volatility
volatility
std::size_t Size
size of a container
std::vector< ext::shared_ptr< Dividend > > DividendSchedule