Ex-dividend trading

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Ex-dividend trading

Daniele De Francesco-2
I was looking around in the Coupon class to see if there were any support
for ex-dividend trading.
Before taking care of it myself, I wanted to make sure that indeed it is
currently not there and that nobody else is currently working on it. If
someone else is, I'd like to help if possible.

I'm planning to simply add an ex-dividend date to the Coupon class and
change accrued interest calculations so that they are able to take that into
account (negative amount of accrued if the settlement date is after ex
date).

Thoughts, ideas, comments, suggestions?

-Daniele



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Re: Ex-dividend trading

Luigi Ballabio-2
On 2004.01.23 16:48, Daniele De Francesco wrote:
> I was looking around in the Coupon class to see if there were any
> support for ex-dividend trading.
> Before taking care of it myself, I wanted to make sure that indeed it
> is currently not there and that nobody else is currently working on  
> it. If someone else is, I'd like to help if possible.

Daniele,
        nobody is even planning it as far as I know. You can go ahead.

> Thoughts, ideas, comments, suggestions?

I'm not familiar with ex-dividend trading myself, so I'll just stay at  
the window on this one...

Later,
        Luigi