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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html">DividendVanillaOption</a></div>
<h1>DividendVanillaOption Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::DividendVanillaOption" --><!-- doxytag: inherits="QuantLib::VanillaOption" --><code>#include <ql/Instruments/dividendvanillaoption.hpp></code>
<p>
Inheritance diagram for DividendVanillaOption:<p><center><img src="class_quant_lib_1_1_dividend_vanilla_option__inherit__graph.png" border="0" usemap="#_dividend_vanilla_option__inherit__map" alt="Inheritance graph"></center>
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<area href="class_quant_lib_1_1_one_asset_striked_option.html" shape="rect" coords="23,380,201,404" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_dividend_vanilla_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Single-asset vanilla option (no barriers) with discrete dividends.
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79b5742f6d4237adf5bcfef5387b3ed6"></a><!-- doxytag: member="QuantLib::DividendVanillaOption::DividendVanillaOption" ref="79b5742f6d4237adf5bcfef5387b3ed6" args="(const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > &dividendDates, const std::vector< Real > &dividends, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())" -->
</td><td class="memItemRight" valign="bottom"><b>DividendVanillaOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &payoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dividendDates, const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &dividends, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">engine</a>=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> >())</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#5343dd1b4e84eb46141f7e3fdd87eb15">setupArguments</a> (<a class="el" href="class_quant_lib_1_1_arguments.html">Arguments</a> *) const</td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for dividend vanilla option calculation <a href="class_quant_lib_1_1_dividend_vanilla_option_1_1arguments.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a> vanilla option engine base class. <a href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html#_details">More...</a><br></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="5343dd1b4e84eb46141f7e3fdd87eb15"></a><!-- doxytag: member="QuantLib::DividendVanillaOption::setupArguments" ref="5343dd1b4e84eb46141f7e3fdd87eb15" args="(Arguments *) const" -->
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<td class="memname">void setupArguments </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_arguments.html">Arguments</a> * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [protected, virtual]</code></td>
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<p>
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
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Reimplemented from <a class="el" href="class_quant_lib_1_1_one_asset_striked_option.html#5343dd1b4e84eb46141f7e3fdd87eb15">OneAssetStrikedOption</a>.
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