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Corporate actions on the command-line

A simple library that handles corporate action events and applies them to
time series of market prices, outstanding securities and nominal values.

In terms of that library a command-line tool cattle is built that reads
ISO15022 mt564 messages, stack them and then apply a time series of
corporate action events to a time series of prices, nominal values and
outstanding securities.

Source Files

Filename Size Changed Actions
_aggregate 114 Bytes about 4 years ago Download File

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