dividend yield
Posted by Dave Yao on
URL: http://quantlib.414.s1.nabble.com/QuantLib-crashing-JVM-tp5096p5097.html
Hello:
How do I set up dividend when testing using EquityOption example.
For instance, IBM has 0.30 in Nov06, Dec06 and Jan07, 0.60 in Apr07, 1.5 in Jan08, 2.7 in Jan09, how do I convert to use dividendYield to setup Handle<YieldTermStructure> flatDividendTS as in the EquityOption example? Say, to find american call of Nov06, what dividendYield should I use? What should I use for Apr07? This is a simple question, but I can't find quick answer without looking at the code.
Thanks,
David Yao