Which YieldTermStructure to use for a dividend yield curve
Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Which-YieldTermStructure-to-use-for-a-dividend-yield-curve-tp1533.html
Hi,
I am trying to build a curve for the dividend yield.
I would like to bootstrap the curve but I don't know which structure to use.
A flat curve would not work fine since I expect the dividend yield to be maximum at the payment date, and then to decrease until the next one.
Does anyone have any experience on this point?
Cheers