oasuncion / tradista

Tradista: the first open source Financial Risk Management Solution
Apache License 2.0
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Dividends are generated since Equity "active from" date #79

Closed oasuncion closed 1 year ago

oasuncion commented 1 year ago

When calculating cashflows of an Equity trade, dividends are generated since Equity "active from"date instead of max(pricing date, "active from"date, settlement date).

To Reproduce Steps to reproduce the behavior:

  1. Go to the Equity Trade window
  2. Input data for an Equity trade, the equity must pay dividends and the active start date must be in the past
  3. Click "Refresh" in the "Cashflows forecast" tab, ensure to have settlement and pricing dates being after the Equity "active from"date. Ensure to have all the needed market data for the cashflows calculation.

Expected behavior Dividends must be generated since max(pricing date, "active from"date, settlement date) and not since equity "active from" date.

Environment:

oasuncion commented 1 year ago

Fixed and will be delivered in v2.0.0