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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.
*/
#include <ql/cashflows/dividend.hpp>
#include <ql/patterns/visitor.hpp>
namespace QuantLib {
void Dividend::accept(AcyclicVisitor& v) {
Visitor<Dividend>* v1 =
dynamic_cast<Visitor<Dividend>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
CashFlow::accept(v);
}
std::vector<boost::shared_ptr<Dividend> >
DividendVector(const std::vector<Date>& dividendDates,
const std::vector<Real>& dividends) {
QL_REQUIRE(dividendDates.size() == dividends.size(),
"size mismatch between dividend dates and amounts");
std::vector<Date>::const_iterator dd;
std::vector<Real>::const_iterator d;
std::vector<boost::shared_ptr<Dividend> > items;
items.reserve(dividendDates.size());
for (dd = dividendDates.begin(), d = dividends.begin();
dd != dividendDates.end(); dd++, d++) {
items.push_back(boost::shared_ptr<Dividend>(new
FixedDividend(*d, *dd)));
}
return items;
}
}
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