On Tue, 2010-10-26 at 16:10 -0500, Leon Sit wrote:
> Does quantlib support dollar amount dividend in equity option pricing
> engines? I see that there is a fixeddividend class but after grep-ing
> the examples and test suites, it is never used for any option
> calculations. Any input is appreciated. :)
See:
<ql/instruments/dividendvanillaoption.hpp>
<ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>
<ql/pricingengines/vanilla/fddividendamericanengine.hpp>
<test-suite/dividendoption..cpp>
Luigi
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