Model[Dividend Curve]


"Model[Dividend Curve]" is a special type of Model
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with functions Model[Dividend Curve] Functions, keys Model[Dividend Curve] keys and example object DivCrvMdl

TYPE INCLUSION RELATIONSHIPS

Model Valuation

Model Dividend Curve

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Delta Amount Shift

Delta Mode

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TYPICAL OBJECTS OF TYPE Model[Dividend Curve]

DivCrvMdl

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This type represents modelling assumptions relating to the type Dividend Curve that may be needed during some valuation algorithm.
In particular, it supplies the shift sizes of the various market data involved in delta sensitivity calculations.
All that is required, is the presence of a "Model[Dividend Curve]" object in the input model collection of the valuation routine.
Specifically, the Delta Mode entry determines how the market data must be shifted.
The Delta Shift entry defines the shift amount.
Exceptionally the dividend amounts in Dividends, being "prices" rather than "rates", are shifted according to the entry in Delta Amount Shift.