riskless in analyticdividendeuropeanengine.cpp

Posted by Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/riskless-in-analyticdividendeuropeanengine-cpp-tp3185.html


Hello,
I'd like to have access to "riskless" defined in analyticdividendeuropeanengine.cpp:

for (i=0; i<arguments_.dividends.size(); i++)
            if (arguments_.dividendDates[i] >= settlementDate)
                riskless += arguments_.dividends[i] *
                    process->riskFreeRate()
                    ->discount(arguments_.dividendDates[i]);

but I don't know how to do that.
I was thinking to create a new class in dividendvanillaoption.hpp but I'm getting lost.
Could you please help me and tell what you be the fastest way?
Regards

Xavier