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<li class="navelem"><b>QuantLib</b> </li>
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<div class="title">DividendVanillaOption Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div> </div>
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<!-- doxytag: class="QuantLib::DividendVanillaOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>Single-asset vanilla option (no barriers) with discrete dividends.
<a href="class_quant_lib_1_1_dividend_vanilla_option.html#details">More...</a></p>
<p><code>#include <ql/instruments/dividendvanillaoption.hpp></code></p>
<div class="dynheader">
Inheritance diagram for DividendVanillaOption:</div>
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<div class="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"/></div>
<map name="_dividend_vanilla_option_inherit__map" id="_dividend_vanilla_option_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_one_asset_option.html" title="Base class for options on a single asset." alt="" coords="20,6,137,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_dividend_vanilla_option-members.html">List of all members.</a></p>
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Classes</h2></td></tr>
<tr><td class="memItemLeft" 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" 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">Dividend-vanilla-option engine base class <a href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a486e07d9813d00e6767c6d22c9cabfaf"></a><!-- doxytag: member="QuantLib::DividendVanillaOption::DividendVanillaOption" ref="a486e07d9813d00e6767c6d22c9cabfaf" args="(const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const std::vector< Date > &dividendDates, const std::vector< Real > &dividends)" -->
 </td><td class="memItemRight" valign="bottom"><b>DividendVanillaOption</b> (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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &dividends)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">impliedVolatility</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &process, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Single-asset vanilla option (no barriers) with discrete dividends. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a95c0837ce9c4bcc4cb9b9ff975f3bfe1"></a><!-- doxytag: member="QuantLib::DividendVanillaOption::impliedVolatility" ref="a95c0837ce9c4bcc4cb9b9ff975f3bfe1" args="(Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const " -->
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<td class="memname"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">impliedVolatility</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>price</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > & </td>
<td class="paramname"><em>process</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-4</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>maxEvaluations</em> = <code>100</code>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td>
<td class="paramname"><em>minVol</em> = <code>1.0e-7</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td>
<td class="paramname"><em>maxVol</em> = <code>4.0</code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td> const</td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000055">Warning:</a></b></dt><dd>see <a class="el" href="class_quant_lib_1_1_vanilla_option.html" title="Vanilla option (no discrete dividends, no barriers) on a single asset.">VanillaOption</a> for notes on implied-volatility calculation. </dd></dl>
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<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::DividendVanillaOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
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<div class="memdoc">
<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. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">Option</a>.</p>
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