time_adj_dividends {ragtop}

Find the sum of time-adjusted dividend values

Description

For each of the N elements of S/h find the sum of the given M dividends, discounted to t_final by r and h

Usage

time_adj_dividends(relevant_divs, t_final, r, h, S, S0)

Arguments

relevant_divs

A data.frame with columns time, fixed, and proportional. Dividend size at the given time is then expected to be equal to fixed + proportional * S / S0

t_final

Time beyond which to ignore dividends

r

risk-free interest rate

h

Default intensities

S

Stock prices

S0

initial underlying price

Value

Sum of dividends, at each grid node

See Also

Other Dividends: adjust_for_dividends(), shift_for_dividends()