Price a forward with continuous dividend?

Posted by Student T on Oct 23, 2015; 3:08am
URL: http://quantlib.414.s1.nabble.com/Price-a-forward-with-continuous-dividend-tp16958.html

Hi,

I am looking at the code in forward.cpp on how a forward can be priced with continuous dividend. The formula is like this:

but the code is like this in forward.cpp:

This formula is the discrete implementation. Can the simple continuous version be priced?

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