/* -*- 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 . 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. */ /*! \file dividend.hpp \brief A stock dividend */ #ifndef quantlib_dividend_hpp #define quantlib_dividend_hpp #include #include #include namespace QuantLib { //! Predetermined cash flow /*! This cash flow pays a predetermined amount at a given date. */ class Dividend : public CashFlow { public: Dividend(const Date& date) : date_(date) {} //! \name CashFlow interface //@{ virtual Date date() const { return date_; } virtual Real amount() const = 0; //@} virtual Real amount(Real underlying) const = 0; //! \name Visitability //@{ virtual void accept(AcyclicVisitor&); //@} protected: Date date_; }; //! Predetermined cash flow /*! This cash flow pays a predetermined amount at a given date. */ class FixedDividend : public Dividend { public: FixedDividend(Real amount, const Date& date) : Dividend(date), amount_(amount) {} //! \name Dividend interface //@{ virtual Real amount() const { return amount_; } virtual Real amount(Real) const { return amount_; } //@} protected: Real amount_; }; //! Predetermined cash flow /*! This cash flow pays a predetermined amount at a given date. */ class FractionalDividend : public Dividend { public: FractionalDividend(Real rate, const Date& date) : Dividend(date), rate_(rate), nominal_(Null()) {} FractionalDividend(Real rate, Real nominal, const Date& date) : Dividend(date), rate_(rate), nominal_(nominal) {} //! \name Dividend interface //@{ virtual Real amount() const { QL_REQUIRE(nominal_ != Null(), "no nominal given"); return rate_ * nominal_; } virtual Real amount(Real underlying) const { return rate_ * underlying; } //@} //! \name Inspectors //@{ Real rate() const { return rate_; } Real nominal() const { return nominal_; } //@} protected: Real rate_; Real nominal_; }; //! helper function building a sequence of fixed dividends std::vector > DividendVector(const std::vector& dividendDates, const std::vector& dividends); } #endif