Description Usage Arguments Value See Also

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` |
risk-free 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`

ragtop documentation built on May 29, 2017, 2:53 p.m.

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