QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | List of all members
DividendBarrierOption::arguments Class Reference

#include <ql/instruments/dividendbarrieroption.hpp>

+ Inheritance diagram for DividendBarrierOption::arguments:
+ Collaboration diagram for DividendBarrierOption::arguments:

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
 

Detailed Description

Definition at line 60 of file dividendbarrieroption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )
default

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 53 of file dividendbarrieroption.cpp.

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Member Data Documentation

◆ cashFlow

DividendSchedule cashFlow

Definition at line 62 of file dividendbarrieroption.hpp.