On 07/31/2005 11:48:10 AM, Nicolas VILLERET wrote:
>
> I have read the code in the analyticdividendeuropeanengine file and I
> found the
> dividends series seems to be actualized with the same risk free rate
> series that is
> used in other parts of the Black formula.
>
> Is there a way to use another rates series for this actualization,
> which would be
> decollerated from the risk free rates series ? Or is there an
> implementation change
> to be performed ?
Nicolas,
apologies for the delay---vacations have a way to disrupt one's
mails... At this time there's no way to use a different rate. Doing it
would require a change of implementation.
Cheers,
Luigi
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