FdDividendEuropeanOption Class Reference#include <ql/Pricers/fddividendeuropeanoption.hpp>
Inheritance diagram for FdDividendEuropeanOption:
[legend]List of all members.
Detailed Description
European option with dividends.
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Public Member Functions |
| FdDividendEuropeanOption (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility, const std::vector< double > ÷nds, const std::vector< Time > &exdivdates) |
double | theta () const |
double | rho () const |
double | dividendRho () const |
Handle< SingleAssetOption > | clone () const |
double | riskless (Rate r, std::vector< double > divs, std::vector< Time > divDates) const |
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