forwardstock {GUIDE} | R Documentation |
Calculate the forward value of a stock.
Description
Function to calculate the forward value of a stock.
Usage
forwardstock()
Details
The user inputs are as follows:
Spot: entered in decimals. For e.g. 105.50
Risk free Rate: entered in decimals. For e.g. 5 per cent is entered as 0.05
Maturity: entered in number of years. For e.g. half year is 0.5
Dividend(s): entered with comma separation if it is in cash and occuring at multiple times e.g. 2.50, 3.0. If it is in yield terms, it is entered in decimals. e.g. 0.02 for 2 per cent
Dividend time(s):entered with comma separation e.g. 0.25,0.50 for dividends in 3 months and 6 months
Type of Income: chosen between yield/cash
Value
The forward value of a stock.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
forwardcurrency,forwardcommodity