QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions 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

FdDividendShoutOption Class Reference #include <ql/Pricers/fddividendshoutoption.hpp> List of all members. Detailed Description Shout option with dividends. Public Member Functions   FdDividendShoutOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, const std::vector< Real > &dividends=std::vector< Real >(), const std::vector< Time > &exdivdates=std::vector< Time >(), Size timeSteps=100, Size gridPoints=100) boost::shared_ptr< SingleAssetOption >  clone () const Real  dividendRho () const Protected Member Functions void  initializeStepCondition () const

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