dividends.add(0.0);
dividendDates.add(today.add(i));
final DividendVanillaOption option = new DividendVanillaOption(payoff, exercise, dividendDates, dividends);
option.setPricingEngine(engine);
final /* @Real */ double value = option.NPV();
if (Math.abs(refValue-value) > tolerance) {
final StringBuilder sb = new StringBuilder();
sb.append("NPV changed by null dividend :\n");
sb.append(" previous value: ").append(refValue).append('\n');