RE: American options with discrete dividends.

Posted by cuchulainn on
URL: http://quantlib.414.s1.nabble.com/American-options-with-discrete-dividends-tp3387p3388.html

Luigi,

yes, with nice methods for your domain, absolutely.

ciao

 

Daniel

---

From: [hidden email] on behalf of Luigi Ballabio
Sent: Wed 03/11/2004 09:36
To: [hidden email]
Subject: RE: [Quantlib-users] American options with discrete dividends.

At 16:47 02/11/2004, Daniel J. Duffy wrote:
>Another option would be
>
>map<Time, double> DividendStructure;
>
>or even
>
>multimap<Time, double> // means several doubles per each time

Or some class encapsulating the above behind a domain-specific interface.

Later,
         Luigi



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