Infer From Past Divs


Function Infer From Past Divs within
Dividend Curve with keys Dividend Curve Infer From Past Divs keysreturns a new object of type Dividend Curve that contains future discrete dividends inferred from supplied past discrete dividends.
The past discrete dividends are supplied as input in key
Past Dividends through an object of type Set
The inferred future dividends extend over a period in the future of a certain length specified in the input key
Future Div Prd
The inference method is as follows:
Only the dividends paid within the past 380 days are considered.
If no dividend exists in that period, then the assumption is made that no future dividends shall exist.
Each dividend paid in the considered past period implies dates within the future window that fall on the same calendar day and month, except if that day happens to be non-business day in which case it is rolled forward to the next business day.
The future dividend amount is assumed flat and equal to the most recent past dividend amount.