I don't understand how internal cashflows are handled in blotter/quantstrat/quantmod/performanceanalytics. This mainly concerns two aspects: Regular cashflows like dividends, coupons etc. as well as cashflows from expiring instruments (e.g. a cash settled in the money option). For equities this seems not too much of an issue as one can always use dividend adjusted prices and it is relatively rare that stocks get delisted. For coupon bonds or options however, I don't get how this is handled.
So my questions are:
- Is there a generic mechanism to handle internal cashflows (dividends, coupons, repayments etc.) in these packages?
- If so, is there some documentation for this and where can I find the relevant implementation in the source code (i.e. pointers to specific R files and/or functions would be great)?
Thanks in advance