QLNet IndexedCashFlow em C# (CSharp) - 3 exemplos encontrados. Esses são os exemplos do mundo real mais bem avaliados de QLNet.IndexedCashFlow em C# (CSharp) extraídos de projetos de código aberto. Você pode avaliar os exemplos para nos ajudar a melhorar a qualidade deles.
Cash flow dependent on an index ratio. This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter. We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.