D02 / Territory 2 of 48
Corporate Actions and Security Master Data
Produce comparable histories and preserve instrument identity.
Published work
Complete builds
in this territory.
Every card below is a finished engineering package: article, sources, tested Python and TypeScript, and labs.
Search the full libraryAdjustment Factors
5 buildsCorporate Actions and Security Master Data / Adjustment Factors
Backward Split Adjustment
A production-minded guide to Backward Split Adjustment.Corporate Actions and Security Master Data / Adjustment Factors
Forward Split Adjustment: carry later observations onto an earlier share basis
A production-minded guide to Forward Split Adjustment: carry later observations onto an earlier share basis.Corporate Actions and Security Master Data / Adjustment Factors
Cash-Dividend Total-Return Adjustment: From Price Drop to Exact Return
A production-minded guide to Cash-Dividend Total-Return Adjustment: From Price Drop to Exact Return.Corporate Actions and Security Master Data / Adjustment Factors
CRSP Cumulative Price Adjustment: Respect the Vendor Basis, Sign, and Gaps
A production-minded guide to CRSP Cumulative Price Adjustment: Respect the Vendor Basis, Sign, and Gaps.Corporate Actions and Security Master Data / Adjustment Factors
CRSP Cumulative Share/Volume Adjustment
A production-minded guide to CRSP Cumulative Share/Volume Adjustment.Complex Distributions
5 buildsCorporate Actions and Security Master Data / Complex Distributions
Rights-Issue TERP Adjustment
Calculate TERP without confusing a methodology reference price with a traded ex-rights price.Corporate Actions and Security Master Data / Complex Distributions
Spin-Off Price Adjustment: Separate Parent Price from Distributed Value
A production-minded guide to Spin-Off Price Adjustment: Separate Parent Price from Distributed Value.Corporate Actions and Security Master Data / Complex Distributions
Stock-Dividend Adjustment: Convert Price and Quantity Bases Without Inventing Value
A production-minded guide to Stock-Dividend Adjustment: Convert Price and Quantity Bases Without Inventing Value.Corporate Actions and Security Master Data / Complex Distributions
Special-Dividend Adjustment: Preserve Return Meaning Across the Ex-Date
A production-minded guide to Special-Dividend Adjustment: Preserve Return Meaning Across the Ex-Date.Corporate Actions and Security Master Data / Complex Distributions
Return-of-Capital Adjustment: Keep Price, Return, and Tax Views Separate
Build a point-in-time capital-repayment factor without turning an index convention into a universal tax rule.Identity Continuity
5 buildsCorporate Actions and Security Master Data / Identity Continuity
Permanent Security Identifier Mapping: Scoped, Effective-Dated Crosswalks
A production-minded guide to Permanent Security Identifier Mapping: Scoped, Effective-Dated Crosswalks.Corporate Actions and Security Master Data / Identity Continuity
Ticker-Change Chain Resolution
A production-minded guide to Ticker-Change Chain Resolution.Corporate Actions and Security Master Data / Identity Continuity
Share-Class Relationship Mapping: Same Issuer Does Not Mean Same Security
A production-minded guide to Share-Class Relationship Mapping: Same Issuer Does Not Mean Same Security.Corporate Actions and Security Master Data / Identity Continuity
Merger Predecessor/Successor Mapping: Preserve Identity and Entitlements Without Inventing Continuity
A production-minded guide to Merger Predecessor/Successor Mapping: Preserve Identity and Entitlements Without Inventing Continuity.Corporate Actions and Security Master Data / Identity Continuity
Delisting Return Reconstruction: Separate Observed Proceeds from Estimates
A production-minded guide to Delisting Return Reconstruction: Separate Observed Proceeds from Estimates.Point-in-Time Universe
4 buildsCorporate Actions and Security Master Data / Point-in-Time Universe
Historical Constituent Reconstruction: Rebuild the Roster Without Looking Ahead
Use effective time and knowledge time to reconstruct an index roster without today's constituents, later corrections, or silent gap filling.Corporate Actions and Security Master Data / Point-in-Time Universe
Survivorship-Bias Guard: Keep Historical Failures in the Test
Build a bitemporal universe guard that retains exited securities, rejects current-roster-only scopes, and separates membership from missing returns.Corporate Actions and Security Master Data / Point-in-Time Universe
IPO Availability Timestamping: Separate Listing Events from Research Knowledge
A production-minded guide to IPO Availability Timestamping: Separate Listing Events from Research Knowledge.Corporate Actions and Security Master Data / Point-in-Time Universe
Filing-Revision Versioning
A production-minded guide to Filing-Revision Versioning.Territory coverage
What this domain
is mapped to cover.
The published builds above are the released slice of this map. Every subject below belongs to this territory's charter.