How do blotter / quantstrat / quantmod / performanceanalytics handle internal cash flows and expiring instruments?

I do not understand how internal cash flows are handled in blotting / quantum / quantum model / productivity. This mainly concerns two aspects: regular cash flows, such as dividends, coupons, etc., as well as cash flows from expiring instruments (for example, cash contributed to a cash option). For stocks, this does not seem to be too much of a problem, since you can always use dividend-adjusted prices, and it is relatively rare that stocks are divided. However, for coupon bonds or options, I do not understand how this is handled.

So my questions are:

  • Is there a general mechanism for processing domestic cash flows (dividends, coupons, repayments, etc.) in these packages?
  • If so, is there any documentation for this and where can I find the appropriate implementation in the source code (i.e. pointers to specific R files and / or functions will be great)?

Thanks in advance

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Source: https://habr.com/ru/post/1216654/


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