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
EscrowedDividendAdjustment Class Reference

#include <escroweddividendadjustment.hpp>

+ Collaboration diagram for EscrowedDividendAdjustment:

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< YieldTermStructurerTS_
 
const Handle< YieldTermStructureqTS_
 
const ext::function< Real(Date)> toTime_
 
const Time maturity_
 

Detailed Description

Definition at line 33 of file escroweddividendadjustment.hpp.

Constructor & Destructor Documentation

◆ EscrowedDividendAdjustment()

EscrowedDividendAdjustment ( DividendSchedule  dividendSchedule,
Handle< YieldTermStructure rTS,
Handle< YieldTermStructure qTS,
ext::function< Real(Date)>  toTime,
Time  maturity 
)

Definition at line 26 of file escroweddividendadjustment.cpp.

Member Function Documentation

◆ dividendAdjustment()

Real dividendAdjustment ( Time  t) const

Definition at line 37 of file escroweddividendadjustment.cpp.

◆ riskFreeRate()

const Handle< YieldTermStructure > & riskFreeRate ( ) const

Definition at line 53 of file escroweddividendadjustment.cpp.

◆ dividendYield()

const Handle< YieldTermStructure > & dividendYield ( ) const

Definition at line 58 of file escroweddividendadjustment.cpp.

Member Data Documentation

◆ dividendSchedule_

const DividendSchedule dividendSchedule_
private

Definition at line 48 of file escroweddividendadjustment.hpp.

◆ rTS_

const Handle<YieldTermStructure> rTS_
private

Definition at line 49 of file escroweddividendadjustment.hpp.

◆ qTS_

const Handle<YieldTermStructure> qTS_
private

Definition at line 49 of file escroweddividendadjustment.hpp.

◆ toTime_

const ext::function<Real(Date)> toTime_
private

Definition at line 50 of file escroweddividendadjustment.hpp.

◆ maturity_

const Time maturity_
private

Definition at line 51 of file escroweddividendadjustment.hpp.