r - How do blotter/quantstrat/quantmod/performanceanalytics handle internal cashflows and expiring instruments? -
i don't understand how internal cashflows handled in blotter/quantstrat/quantmod/performanceanalytics. concerns 2 aspects: regular cashflows dividends, coupons etc. cashflows expiring instruments (e.g. cash settled in money option). equities seems not of issue 1 can use dividend adjusted prices , relatively rare stocks delisted. coupon bonds or options however, don't how handled.
so questions are:
- is there generic mechanism handle internal cashflows (dividends, coupons, repayments etc.) in these packages?
- if so, there documentation , can find relevant implementation in source code (i.e. pointers specific r files and/or functions great)?
thanks in advance
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