QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmdividendhandler.hpp>
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< Time > | dividendTimes_ |
std::vector< Date > | dividendDates_ |
std::vector< Real > | dividends_ |
const ext::shared_ptr< FdmMesher > | mesher_ |
const Size | equityDirection_ |
Definition at line 37 of file fdmdividendhandler.hpp.
FdmDividendHandler | ( | const DividendSchedule & | schedule, |
const ext::shared_ptr< FdmMesher > & | mesher, | ||
const Date & | referenceDate, | ||
const DayCounter & | dayCounter, | ||
Size | equityDirection | ||
) |
Implements StepCondition< Array >.
Definition at line 68 of file fdmdividendhandler.cpp.
const std::vector< Time > & dividendTimes | ( | ) | const |
Definition at line 56 of file fdmdividendhandler.cpp.
const std::vector< Date > & dividendDates | ( | ) | const |
Definition at line 60 of file fdmdividendhandler.cpp.
const std::vector< Real > & dividends | ( | ) | const |
Definition at line 64 of file fdmdividendhandler.cpp.
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Definition at line 52 of file fdmdividendhandler.hpp.
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Definition at line 54 of file fdmdividendhandler.hpp.
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Definition at line 55 of file fdmdividendhandler.hpp.
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Definition at line 56 of file fdmdividendhandler.hpp.
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Definition at line 57 of file fdmdividendhandler.hpp.
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Definition at line 58 of file fdmdividendhandler.hpp.