shift_for_dividends: Shift a set of grid values for dividends paid, using spline...
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
shift_for_dividends R Documentation
Shift a set of grid values for dividends paid, using spline interpolation
Description
Shift a set of grid values for dividends paid, using spline interpolation
Usage
shift_for_dividends(grid_values_before_shift, stock_prices, div_sum)
Arguments
grid_values_before_shift
Values on grid before accounting for
expected dividends
stock_prices
Stock prices for which to shift the grid
div_sum
Sum of dividend values at each grid point
Value
An object like grid_values_before_shift with entries shifted
according to the dividend sums
See Also
Other Dividends:
adjust_for_dividends(),
time_adj_dividends()
ragtop documentation built on June 20, 2026, 5:06 p.m.
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| shift_for_dividends | R Documentation |
Shift a set of grid values for dividends paid, using spline interpolation
Description
Shift a set of grid values for dividends paid, using spline interpolation
Usage
shift_for_dividends(grid_values_before_shift, stock_prices, div_sum)
Arguments
grid_values_before_shift |
Values on grid before accounting for expected dividends |
stock_prices |
Stock prices for which to shift the grid |
div_sum |
Sum of dividend values at each grid point |
Value
An object like grid_values_before_shift with entries shifted
according to the dividend sums
See Also
Other Dividends:
adjust_for_dividends(),
time_adj_dividends()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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