Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2005 Joseph Wang
 Copyright (C) 2006 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/cashflows/dividend.hpp>

namespace QuantLib {

    void Dividend::accept(AcyclicVisitor& v) {
        Visitor<Dividend>* v1 =
        if (v1 != 0)

    std::vector<boost::shared_ptr<Dividend> >
00035     DividendVector(const std::vector<Date>& dividendDates,
                   const std::vector<Real>& dividends) {

        QL_REQUIRE(dividendDates.size() == dividends.size(),
                   "size mismatch between dividend dates and amounts");

        std::vector<Date>::const_iterator dd;
        std::vector<Real>::const_iterator d;
        std::vector<boost::shared_ptr<Dividend> > items;
        for (dd = dividendDates.begin(), d = dividends.begin();
             dd != dividendDates.end(); dd++, d++) {
                FixedDividend(*d, *dd)));
        return items;


Generated by  Doxygen 1.6.0   Back to index