Published January 11, 2023
| Version v1
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Equity Forward with Special Features
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Description
Two new features are added in the equity forward pricing model. One feature is settle date lag, which is introduced to match market conventions as forward contracts are sometimes settled with a delay. The other feature is dividend percentage, which allows the model user to use part of the real dividend for calculation.
Notes
https://ia601507.us.archive.org/27/items/cadBondCurve/cadBondCurve.pdf
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