Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.FixedDividend


                            schedule.date(putLength[j])));
        }

        // Assume dividends are paid every 6 months.
        for (final Date d = today.add(new Period(6, TimeUnit.Months)); d.lt(exerciseDate); d.addAssign(new Period(6, TimeUnit.Months))) {
            dividends.add(new FixedDividend(1.0, d));
        }

        final DayCounter dayCounter = new Actual365Fixed();
        /*@Time*/ final double maturity = dayCounter.yearFraction(settlementDate,exerciseDate);

View Full Code Here

TOP

Related Classes of org.jquantlib.cashflow.FixedDividend

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.