CFL
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cfl::Data::CashFlow Class Reference

Cash flow at fixed rate over regular time intervals. More...

#include <cfl/Data.hpp>

Inheritance diagram for cfl::Data::CashFlow:
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Public Attributes

double notional
 
unsigned numberOfPayments
 
double period
 
double rate
 

Detailed Description

This class describes the cash flow which takes place at a given fixed interest rate and at regular time intervals.

coupon = notional * rate * period
See also
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Member Data Documentation

double cfl::Data::CashFlow::notional

The notional amount.

unsigned cfl::Data::CashFlow::numberOfPayments

The total number of payments.

double cfl::Data::CashFlow::period

The interval between two payments as year fraction.

double cfl::Data::CashFlow::rate

The fixed interest rate.


The documentation for this class was generated from the following file: