addDvd: Add a cash dividend to a series of corporate actions

In pnl: Profit and Loss calculation for financial instruments and portfolio's.

Description

To add a cash dividend to the series of corporate actions for an instrument.

Usage

 corp = addDvd(corp, cumdate, paydate, amount) 

Arguments

corp	the xts time series with corporate actions for this instrument.
cumdate	the in-dividend date ( cum dividend) as ISO 8106, e.g., '2008-09-01'.
paydate	the paydate of the dividend as ISO 8106, e.g., '2008-09-01'.
amount	the cash dividend amount per share.

Details

The addDvd function will only add the cash dividend to the series of corporate actions. No PnL calculations are done.

Value

Returns the series of coprporate actions with the new cash dividend.

Author(s)

Mark Breman

See Also

addTrans, pnl

Examples

  ## pay a cash dividend on 2009-01-06 for the amount of stock held on 2009-01-02 times 0.0936
  corp = addDvd(NULL, cumdate='2009-01-02', paydate='2009-01-06', amount=0.0936)

pnl documentation built on May 2, 2019, 5:01 p.m.