QuantLib: DividendBarrierOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Public Attributes | List of all members
DividendBarrierOption::arguments Class Reference

Arguments for dividend barrier option calculation More...

`#include <ql/instruments/dividendbarrieroption.hpp>`

Inheritance diagram for DividendBarrierOption::arguments:
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## Public Member Functions
void | validate () const
Public Member Functions inherited from BarrierOption::arguments
void | validate () const

## Public Attributes
DividendSchedule | cashFlow
Public Attributes inherited from BarrierOption::arguments
Barrier::Type | barrierType
Real | barrier
Real | rebate

## Detailed Description

Arguments for dividend barrier option calculation