Div Fitter

Calculate an estimated value and errorbar for the iDiv-th dividend using one of the following user-specified algorithms:

• Find the dividend that most smooths the implied borrow term structure.
• Find the dividend such that the implied borrow matches a user-specified target borrow.
• Find the dividend such that the “borrow skew” is flattened.

Use Div Fitter for:

• Backfilling historical data.
• Detecting market div moves.
• Large dividend amounts with uncertain dividend dates that can be split across expirations (as seen in Hong Kong).