Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add support for dividend yield #25

Open
extremeandy opened this issue Feb 16, 2023 · 3 comments
Open

Add support for dividend yield #25

extremeandy opened this issue Feb 16, 2023 · 3 comments

Comments

@extremeandy
Copy link

Would like to see support for dividend yield as per e.g. https://www.macroption.com/black-scholes-formula/

Personally I wouldn't mind it being a breaking change on a new major version having the new parameter as part of all functions. I'd be happy to submit a PR.

@danielhstahl
Copy link
Owner

How realistic is having a continuous dividend yield? If it is not realistic, there is a lot of added complexity for no gain.

If it is required feel free to PR.

@rob-keyrock
Copy link

Hey, so in practicality dividends will of course be paid out in discrete increments throughout the year. However, this can easily be converted into an annualized continuous yield. Me and extremeandy both have a use case for this so if it is possible it would be fantastic to have the feature added.

@danielhstahl
Copy link
Owner

Conceptually I'm not sure its "easily converted" but I could be wrong :). Like I said I'm fine with y'all PRing a breaking change involving dividends. It may be worthwhile making the dividend argument an Option type which will make the code slightly more efficient if dividends aren't required.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

3 participants