Dividend Adjustment Period

From Open Risk Manual

Definition

Dividend Adjustment Period. A period used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.


Issues and Challenges

Referred to in formal terms for OTC Equity Forwards and Options. REVIEW: It does not look as though we have completely pinned down the meaning on this one, only that it's a piece of data that's used for something. We really need to see and model details of those deviation claculations, along with who does them and when. Also they may not directly be facts about the contract as such. REVIEW FpML: 'A single Dividend Adjustment Period.'

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.

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