Shift a set of grid values for dividends paid, using spline interpolation
shift_for_dividends(grid_values_before_shift, stock_prices, div_sum)
grid_values_before_shift
: Values on grid before accounting for expected dividendsstock_prices
: Stock prices for which to shift the griddiv_sum
: Sum of dividend values at each grid pointAn object like grid_values_before_shift
with entries shifted according to the dividend sums
Other Dividends: adjust_for_dividends()
, time_adj_dividends()
Useful links