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From: Luigi B. <lui...@gm...> - 2010-10-26 14:27:52
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On Thu, 2010-10-07 at 08:03 +0100, Paolo wrote: > I saw into the test-suite only examples with dividend curves built > using flat rate. Is there any possibility in quantlib to use no flat > dividend yield ? You mean using discrete dividends? There are a few examples in <test-suite/dividendoption.cpp>. Luigi -- Vin: It's like this fellow I knew in El Paso. One day, he just took all his clothes off and jumped in a mess of cactus. I asked him that same question, "Why?" Calvera: And? Vin: He said, "It seemed like a good idea at the time." -- The Magnificent Seven |