RE: American options with discrete dividends.

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/American-options-with-discrete-dividends-tp3387p3390.html

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