PV of dividend schedule for cash/discrete dividends

[aimz]

I am looking for a way to calculate the PV of dividend schedule for cash/discrete dividends.

basically I want to value options using cash or discrete dividends rather than a dividend yield.

Appreciate suggestions.

Rgds

[Luigi Ballabio]

You want to use the DividendVanillaOption class.  See
test-suite/dividendoption.cpp for examples.

Luigi

On Wed, Sep 12, 2012 at 8:09 AM, aimz <[hidden email]> wrote:

>
> I am looking for a way to calculate the PV of dividend schedule for
> cash/discrete dividends.
>
> basically I want to value options using cash or discrete dividends rather
> than a dividend yield.
>
> Appreciate suggestions.
>
> Rgds
> --
> View this message in context: http://old.nabble.com/PV-of-dividend-schedule-for-cash-discrete-dividends-tp34421976p34421976.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
>
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