// Example Discrete_Dividend.cpp // calcul an European Call C at t=0 with E=10 and // a discrete dividend a t=td of d.S #include "LOPOR.hpp" using namespace LOPOR; double T=1, E=10, t=0.0, td=0.5, d=0.05; double sigma=0.4, r=0.06; double pay_off(const double& S) // payoff at t=td for t