Uses of Class
com.quantfinlib.pricing.DividendSchedule

Packages that use DividendSchedule

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of DividendSchedule in com.quantfinlib.pricing

Fields in com.quantfinlib.pricing declared as DividendSchedule

Modifier and Type	Field	Description
static final DividendSchedule	DividendSchedule.NONE	Empty schedule (no dividends): forwards collapse to the yield-free case.

Methods in com.quantfinlib.pricing that return DividendSchedule

Modifier and Type	Method	Description
static DividendSchedule	DividendSchedule.of(double[] exTimesYears, double[] amounts)	Builds a schedule of discrete cash dividends.

Methods in com.quantfinlib.pricing with parameters of type DividendSchedule

Modifier and Type	Method	Description
static double	DividendTree.price(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double borrow, double vol, double timeYears, DividendSchedule dividends, int steps)	Option price.