Uses of Class
com.quantfinlib.pricing.DividendSchedule

Packages that use DividendSchedule

Package

Description

com.quantfinlib.pricing

Fair value and derivatives pricing: BlackScholes (Greeks with continuous carry — equities and Garman-Kohlhagen FX — plus implied vol), BinomialTree (CRR American/European), VolSurface (pillar smiles, total-variance term interpolation), SabrModel (Hagan 2002 + calibration), FairValueEngine (microprice and latency-adjusted true mid), TriangularArbitrage (executable FX round-trip edge), ForwardCurve (FX forwards with covered-interest-parity checks), the exotics (DigitalOption, TouchOption, BarrierOption, VannaVolga) and Autocallable (the flagship equity structured product: memory coupons, autocall observations, European knock-in — Monte Carlo with antithetic variates under documented GBM simplifications; RFQ market structure for trading it lives in rfq).

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)