addDiv: Add cash dividend transactions to a portfolio.

In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L

Add cash dividend transactions to a portfolio.

Description

Adding a cash dividend does not affect position quantity, like a split would.

Usage

addDiv(
  Portfolio,
  Symbol,
  TxnDate,
  DivPerShare,
  ...,
  TxnFees = 0,
  ConMult = NULL,
  verbose = TRUE
)

Arguments

Portfolio	A portfolio name that points to a portfolio object structured with initPortf.
Symbol	An instrument identifier for a symbol included in the portfolio, e.g., IBM.
TxnDate	Transaction date as ISO 8601, e.g., '2008-09-01' or '2010-01-05 09:54:23.12345'.
DivPerShare	The amount of the cash dividend paid per share or per unit quantity.
...	Any other passthrough parameters.
TxnFees	Fees associated with the transaction, e.g. commissions. See Details.
ConMult	Contract or instrument multiplier for the Symbol if it is not defined in an instrument specification.
verbose	If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.

Note

# TODO add TxnTypes to $txn table

# TODO add AsOfDate

braverock/blotter documentation built on Dec. 16, 2024, 1:02 p.m.