SAMPLE EXAM 1
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Functions | |
cfl::Function | prb::forwardStockDividends (double dSpot, std::vector< double > &rFixedDividendsTimes, std::vector< double > &rFixedDividends, const cfl::Function &rDiscount, double dInitialTime) |
This module contains functions that construct input data curves, such as volatility, forward, and discount, for financial models.
cfl::Function prb::forwardStockDividends | ( | double | dSpot, |
std::vector< double > & | rFixedDividendsTimes, | ||
std::vector< double > & | rFixedDividends, | ||
const cfl::Function & | rDiscount, | ||
double | dInitialTime | ||
) |
Computes the curve of forward prices on a stock paying discrete dividends.
dSpot | The spot price of the stock. |
rFixedDividendsTimes | The vector of times, when fixed dividends are paid. |
rFixedDividends | The vector of fixed dividends (in cash). |
rDiscount | The discount curve. |
dInitialTime | The initial time. |