Uses of Enum Class
com.quantfinlib.data.CorporateEvents.DividendPolicy

Packages that use CorporateEvents.DividendPolicy

Package	Description
com.quantfinlib.data	Loading, recording, replaying and aligning market data.

Uses of CorporateEvents.DividendPolicy in com.quantfinlib.data

Subclasses with type arguments of type CorporateEvents.DividendPolicy in com.quantfinlib.data

Modifier and Type	Class	Description
static enum	CorporateEvents.DividendPolicy	Which dividends enter the back-adjustment.

Methods in com.quantfinlib.data that return CorporateEvents.DividendPolicy

Modifier and Type	Method	Description
static CorporateEvents.DividendPolicy	CorporateEvents.DividendPolicy.valueOf(String name)	Returns the enum constant of this class with the specified name.
static CorporateEvents.DividendPolicy[]	CorporateEvents.DividendPolicy.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.data with parameters of type CorporateEvents.DividendPolicy

Modifier and Type	Method	Description
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events, CorporateEvents.DividendPolicy policy)	Returns a new back-adjusted series; the input is untouched.
static double	CorporateEvents.priceFactor(CorporateEvents.Event event, double prevClose, CorporateEvents.DividendPolicy policy)	Price factor for one event given the last cum close prevClose; returns 1 for events that do not adjust under policy.