Пример #1
0
 public DividendBarrierOption(Barrier.Type barrierType,
                              double barrier,
                              double rebate,
                              StrikedTypePayoff payoff,
                              Exercise exercise,
                              List <Date> dividendDates,
                              List <double> dividends)
     : base(barrierType, barrier, rebate, payoff, exercise)
 {
     cashFlow_ = Utils.DividendVector(dividendDates, dividends);
 }
 public DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise,
                              List <Date> dividendDates, List <double> dividends)
     : base(payoff, exercise)
 {
     cashFlow_ = Utils.DividendVector(dividendDates, dividends);
 }