32 : dividendSchedule_(
std::move(dividendSchedule)),
34 toTime_(
std::move(toTime)), maturity_(maturity) {}
44 divAdj -= dividend->amount()
45 *
rTS_->discount(divTime) /
rTS_->discount(
t)
46 *
qTS_->discount(
t) /
qTS_->discount(divTime);
Real dividendAdjustment(Time t) const
const Handle< YieldTermStructure > qTS_
const Handle< YieldTermStructure > & dividendYield() const
EscrowedDividendAdjustment(DividendSchedule dividendSchedule, Handle< YieldTermStructure > rTS, Handle< YieldTermStructure > qTS, ext::function< Real(Date)> toTime, Time maturity)
const DividendSchedule dividendSchedule_
const Handle< YieldTermStructure > rTS_
const ext::function< Real(Date)> toTime_
const Handle< YieldTermStructure > & riskFreeRate() const
Shared handle to an observable.
const ext::shared_ptr< YieldTermStructure > rTS_
Real Time
continuous quantity with 1-year units
std::vector< ext::shared_ptr< Dividend > > DividendSchedule