Class FdmDividendHandler

Hierarchy

StepCondition
- FdmDividendHandler

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new FdmDividendHandler(schedule: DividendSchedule, mesher: FdmMesher, referenceDate: Date, dayCounter: DayCounter, equityDirection: Size): FdmDividendHandler

- Defined in ql/methods/finitedifferences/utilities/fdmdividendhandler.ts:12
Parameters
- schedule: DividendSchedule
- mesher: FdmMesher
- referenceDate: Date
- dayCounter: DayCounter
- equityDirection: Size
Returns FdmDividendHandler

Properties

Private _dividendDates

_dividendDates: Date[]

Private _dividendTimes

_dividendTimes: Time[]

Private _dividends

_dividends: Real[]

Private _equityDirection

_equityDirection: Size

Private _mesher

_mesher: FdmMesher

Private _x

_x: Real[]

Methods

applyTo

applyTo(a: Real[], t: Time): void

Overrides StepCondition.applyTo
- Defined in ql/methods/finitedifferences/utilities/fdmdividendhandler.ts:38
Parameters
- a: Real[]
- t: Time
Returns void

dividendDates

dividendDates(): Date[]

- Defined in ql/methods/finitedifferences/utilities/fdmdividendhandler.ts:83
Returns Date[]

dividendTimes

dividendTimes(): Time[]

- Defined in ql/methods/finitedifferences/utilities/fdmdividendhandler.ts:79
Returns Time[]

dividends

dividends(): Real[]

- Defined in ql/methods/finitedifferences/utilities/fdmdividendhandler.ts:87
Returns Real[]