QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/instruments/dividendbarrieroption.hpp>
Public Member Functions | |
arguments ()=default | |
void | validate () const override |
Public Member Functions inherited from BarrierOption::arguments | |
arguments () | |
void | validate () const override |
Public Attributes | |
DividendSchedule | cashFlow |
Public Attributes inherited from BarrierOption::arguments | |
Barrier::Type | barrierType |
Real | barrier |
Real | rebate |
Definition at line 60 of file dividendbarrieroption.hpp.
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default |
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override |
DividendSchedule cashFlow |
Definition at line 62 of file dividendbarrieroption.hpp.