[Quantlib-dev] (no subject)

[Quentin A. <que...@su...>]

Dear Quantlib developers,

I'm an engineer from french engineering school Sup=E9lec and will be
graduating in september. I have a strong interest in mathematical finance=
,
and would like to contribute to this project. I would like to add a RGW
engine to the Vanilla engines in order to be able to price American
Options with  one discrete dividend (or many discrete dividends with an
approximation).

I'm currently looking at the code to see how much will have to be designe=
d
and implemented, mostly, I don't know which class, if any holds discrete
dividends information for a stock following a BS process I could only fin=
d
a dividend yield.




 Best Regards,
 Quentin Arnaud