Re: new method implied dividend yield
Posted by
Luigi Ballabio-2 on
Jul 25, 2002; 5:36am
URL: http://quantlib.414.s1.nabble.com/new-method-implied-dividend-yield-tp2119p2120.html
At 10:38 AM 7/22/02 +0200,
[hidden email] wrote:
>Hello Quantlib Group,
>I've added a new method into singleassetoption
>I use this method because many major commercial reporting tools only work
>with continous dividend yield and not with discrete dividend yield.
>Could you please add this new method into the Core Quantlib?
I just added it to CVS. You might want to check that it works as expected.
Bye,
Luigi