QL.info("::::: " + this.getClass().getSimpleName() + " ::::: European Dividend Option :::::");
}
new Settings().setEvaluationDate(today);
final CRREuropeanDividendOptionHelper option = new CRREuropeanDividendOptionHelper(
type, underlying, strike, riskFreeRate, dividendYield, volatility,
settlementDate, maturityDate,
divDates, divAmounts,
calendar, dc);
final double value = option.NPV();
final double delta = option.delta();
final double gamma = option.gamma();
final double theta = option.theta();
final double vega = option.vega(); //TODO
final double rho = option.rho(); //TODO
// market price: simply guess something 10% higher than theoretical
// final double ivol = option.impliedVolatility(value*1.10);
if (!quiet) {