Uses of Interface
com.quantfinlib.data.CorporateEvents.Event

Packages that use CorporateEvents.Event

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

Uses of CorporateEvents.Event in com.quantfinlib.data

Classes in com.quantfinlib.data that implement CorporateEvents.Event

Modifier and Type	Class	Description
static final record	CorporateEvents.CashStockMerger	Cash-and-stock merger with holder election and proration.
static final record	CorporateEvents.Dividend	Cash dividend tagged regular or special.
static final record	CorporateEvents.ReverseSplit	Reverse split: oldPerNew old shares are consolidated into one.
static final record	CorporateEvents.RightsIssue	Rights issue: ratio new shares per old share at subscriptionPrice.
static final record	CorporateEvents.SpinOff	Spin-off of a new instrument.
static final record	CorporateEvents.StockDividend	Stock dividend or bonus issue: rate new shares per share held (0.05 = 5 %).
static final record	CorporateEvents.SymbolChange	Symbol and/or ISIN change; no economic effect.

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

Modifier and Type	Method	Description
static CorporateEventPositions.Outcome	CorporateEventPositions.apply(CorporateEventPositions.Holding h, CorporateEvents.Event event, double exPrice)	Applies an event that needs no election.
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.
static double	CorporateEvents.volumeFactor(CorporateEvents.Event event)	Volume factor applied to bars before the ex-date (share-count changes only).

Method parameters in com.quantfinlib.data with type arguments of type CorporateEvents.Event

Modifier and Type	Method	Description
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events)	Back-adjusts with CorporateEvents.DividendPolicy.ALL.
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.totalReturnError(BarSeries raw, BarSeries adjusted, List<? extends CorporateEvents.Event> events)	Total-return consistency check.