Analyze dividends
to find ones paid in the interval (t,t+dt]
. Form
present value as of time t
for them, and then use spline interpolation
to adjust instrument values accordingly.
1  adjust_for_dividends(grid_values, t, dt, r, h, S, S0, dividends)

grid_values 
A 
t 
Time after this timestep has been taken 
dt 
Interval to end of timestep 
r 
riskfree interest rate 
h 
Default intensities 
S 
Underlying equity values for the grid 
S0 
Time zero price of the base equity 
dividends 
A 
An object like grid_values
with entries modified according to the dividends
Other Dividends: shift_for_dividends
,
time_adj_dividends
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