EscrowedDividendAdjustment Class Reference

#include <ql/methods/finitedifferences/utilities/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< YieldTermStructure >	rTS_
const Handle< YieldTermStructure >	qTS_
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.