Specific event that occurs on instruments such as dividends or instrument spilt
This Corporate Action file type is identified using the pattern: **CorporateAction*.csv (as specified by mr.sensi.file-patterns.corporate-action).
This file is loaded using the CorporateAction topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
For information on the glob patterns used and how to customize them, see note on File name patterns
warning
This file has been deprecated. It’s only used for handling dividend market data for vectorized sensitivities.
For dividends with scalar sensitivities, use the Dividend.csv input file.
For stock split ratios, both for vectorized and scalar sensitivities, use SplitRatio.csv.
This file is intended to describe the corporate actions performed on the market data. It is separated from the market data input file and store
to avoid empty fields as those events may occur rarely.
It can contain either of the following:
Instrument-related modification such as split / merge, described by the SplitRatio column that will be used as a scale factor for market price correction.
Cash-related event such as dividend payment or bond coupon drop, that is expressed by a cash stream described in the CashDividend column.