QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <escroweddividendadjustment.hpp>
Public Member Functions | |
EscrowedDividendAdjustment (DividendSchedule dividendSchedule, Handle< YieldTermStructure > rTS, Handle< YieldTermStructure > qTS, ext::function< Real(Date)> toTime, Time maturity) | |
Real | dividendAdjustment (Time t) const |
const Handle< YieldTermStructure > & | riskFreeRate () const |
const Handle< YieldTermStructure > & | dividendYield () const |
Private Attributes | |
const DividendSchedule | dividendSchedule_ |
const Handle< YieldTermStructure > | rTS_ |
const Handle< YieldTermStructure > | qTS_ |
const ext::function< Real(Date)> | toTime_ |
const Time | maturity_ |
Definition at line 33 of file escroweddividendadjustment.hpp.
EscrowedDividendAdjustment | ( | DividendSchedule | dividendSchedule, |
Handle< YieldTermStructure > | rTS, | ||
Handle< YieldTermStructure > | qTS, | ||
ext::function< Real(Date)> | toTime, | ||
Time | maturity | ||
) |
Definition at line 26 of file escroweddividendadjustment.cpp.
Definition at line 37 of file escroweddividendadjustment.cpp.
const Handle< YieldTermStructure > & riskFreeRate | ( | ) | const |
Definition at line 53 of file escroweddividendadjustment.cpp.
const Handle< YieldTermStructure > & dividendYield | ( | ) | const |
Definition at line 58 of file escroweddividendadjustment.cpp.
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private |
Definition at line 48 of file escroweddividendadjustment.hpp.
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private |
Definition at line 49 of file escroweddividendadjustment.hpp.
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private |
Definition at line 49 of file escroweddividendadjustment.hpp.
Definition at line 50 of file escroweddividendadjustment.hpp.
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private |
Definition at line 51 of file escroweddividendadjustment.hpp.