You are here: Price/Risk Analytics > Model Navigator > Edit the Lending Yield

Edit the Lending Yield

Adjust the underlying yield so that the stock lending rate is reflected in the model calculation using the Lending Yield table. You will be able to edit the yield for any underlyings for which you have an option displayed on the Quote Monitor. You must also have the Model and/or Imp Vol field displayed on the Quote Monitor to see entries in the Model Navigator.   

To open the Dividend Schedule Navigator

  1. From the Analytical Tools menu, select Model Navigator.
  2. Within the navigator, select the Dividend tab.
modelNavlendingYield915.jpg

 

The white fields are editable, and changes to the yield are reflected in the left page Yield field.

To edit the Lending Yield

  1. Set the time in days when the rate will begin to decrease linearly with time.
  2. Set the rate in basis points.
  3. Set the time in days when the rate will decrease to zero.
  4. Click Apply to incorporate the edited lending yield in the model calculation.