Package org.jquantlib.exercise

Examples of org.jquantlib.exercise.Exercise.lastDate()

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                  final Exercise exercise = new EuropeanExercise(exDate);

                  final List<Date> dividendDates = new ArrayList<Date>();
                  final List</* @Real */ Double> dividends = new ArrayList<Double>();
                  for (final Date d = today.add(new Period(3, TimeUnit.Months));
                             d.lt(exercise.lastDate());
                             d.addAssign(new Period(6, TimeUnit.Months))) {
                      dividendDates.add(d.clone());
                      dividends.add(0.0);
                  }

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                  final Date exDate = today.add(new Period(length, TimeUnit.Years));
                  final Exercise exercise = new EuropeanExercise(exDate);

                  final List<Date> dividendDates = new ArrayList<Date>();
                  final List</* @Real */ Double> dividends = new ArrayList<Double>();
                  dividendDates.add(exercise.lastDate());
                  dividends.add(dividendValue);

                  final StrikedTypePayoff payoff = new PlainVanillaPayoff(type, strike);
                  final StrikedTypePayoff refPayoff = new PlainVanillaPayoff(type, strike + dividendValue);
                  final BlackScholesMertonProcess stochProcess = new BlackScholesMertonProcess(new Handle<Quote>(spot), qTS, rTS, volTS);
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                  final Exercise exercise = new EuropeanExercise(exDate);

                  final List<Date> dividendDates = new ArrayList<Date>();
                  final List</* @Real */ Double> dividends = new ArrayList<Double>();
                  for (final Date d = today.add(new Period(3, TimeUnit.Months));
                             d.lt(exercise.lastDate());
                             d.addAssign(new Period(6, TimeUnit.Months))) {
                      dividendDates.add(d.clone());
                      dividends.add(5.0);
                  }

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                  final Exercise exercise = new EuropeanExercise(exDate);

                  final List<Date> dividendDates = new ArrayList<Date>();
                  final List</* @Real */ Double> dividends = new ArrayList<Double>();
                  for (final Date d = today.add(new Period(3, TimeUnit.Months));
                             d.lt(exercise.lastDate());
                             d.addAssign(new Period(6, TimeUnit.Months))) {
                      dividendDates.add(d.clone());
                      dividends.add(5.0);
                  }

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