QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

DividendEuropeanOption Class Reference #include <ql/Pricers/dividendeuropeanoption.hpp> List of all members. Detailed Description European option with dividends. Deprecated: use DividendVanillaOption with AnalyticDividendEuropeanEngine instead Public Member Functions   DividendEuropeanOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > &dividends, const std::vector< Time > &exdivdates) Real  value () const Real  delta () const Real  gamma () const Real  theta () const Real  vega () const Real  rho () const

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