QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
FdmDividendHandler Class Reference

#include <fdmdividendhandler.hpp>

+ Inheritance diagram for FdmDividendHandler:
+ Collaboration diagram for FdmDividendHandler:

Public Member Functions

 FdmDividendHandler (const DividendSchedule &schedule, const ext::shared_ptr< FdmMesher > &mesher, const Date &referenceDate, const DayCounter &dayCounter, Size equityDirection)
 
void applyTo (Array &a, Time t) const override
 
const std::vector< Time > & dividendTimes () const
 
const std::vector< Date > & dividendDates () const
 
const std::vector< Real > & dividends () const
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Private Attributes

Array x_
 
std::vector< TimedividendTimes_
 
std::vector< DatedividendDates_
 
std::vector< Realdividends_
 
const ext::shared_ptr< FdmMeshermesher_
 
const Size equityDirection_
 

Detailed Description

Definition at line 37 of file fdmdividendhandler.hpp.

Constructor & Destructor Documentation

◆ FdmDividendHandler()

FdmDividendHandler ( const DividendSchedule schedule,
const ext::shared_ptr< FdmMesher > &  mesher,
const Date referenceDate,
const DayCounter dayCounter,
Size  equityDirection 
)

Definition at line 30 of file fdmdividendhandler.cpp.

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Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 68 of file fdmdividendhandler.cpp.

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◆ dividendTimes()

const std::vector< Time > & dividendTimes ( ) const

Definition at line 56 of file fdmdividendhandler.cpp.

◆ dividendDates()

const std::vector< Date > & dividendDates ( ) const

Definition at line 60 of file fdmdividendhandler.cpp.

◆ dividends()

const std::vector< Real > & dividends ( ) const

Definition at line 64 of file fdmdividendhandler.cpp.

Member Data Documentation

◆ x_

Array x_
private

Definition at line 52 of file fdmdividendhandler.hpp.

◆ dividendTimes_

std::vector<Time> dividendTimes_
private

Definition at line 54 of file fdmdividendhandler.hpp.

◆ dividendDates_

std::vector<Date> dividendDates_
private

Definition at line 55 of file fdmdividendhandler.hpp.

◆ dividends_

std::vector<Real> dividends_
private

Definition at line 56 of file fdmdividendhandler.hpp.

◆ mesher_

const ext::shared_ptr<FdmMesher> mesher_
private

Definition at line 57 of file fdmdividendhandler.hpp.

◆ equityDirection_

const Size equityDirection_
private

Definition at line 58 of file fdmdividendhandler.hpp.