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/* -*- 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
<http://quantlib.org/license.shtml>.
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 <ql/cashflow.hpp>
#include <ql/utilities/null.hpp>
#include <vector>
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 Event interface
//@{
Date date() const { return date_; }
//@}
//! \name CashFlow interface
//@{
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 fractional amount at a given date. */
class FractionalDividend : public Dividend {
public:
FractionalDividend(Real rate, const Date& date)
: Dividend(date), rate_(rate), nominal_(Null<Real>()) {}
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<Real>(), "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<boost::shared_ptr<Dividend> >
DividendVector(const std::vector<Date>& dividendDates,
const std::vector<Real>& dividends);
}
#endif
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