RE: Re[2]: FdDividendAmericanOption doesn't like zero t ime to dividend

Posted by Vadim Ogranovich-3 on
URL: http://quantlib.414.s1.nabble.com/RE-Re-2-FdDividendAmericanOption-doesn-t-like-zero-t-ime-to-dividend-tp2195.html

> Vadim, why do you want to have a 0 dividend time?
> What is the business reason?


Without 0 dividend time I don't know how to price an option at maket close
(or midnight if you like) on a stock that has an ex-dividend date the next
day.

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