Class CashFlow

Namespace

NanoQL

Assembly

NanoQL.dll

The base class of cash flows.

public abstract class CashFlow : Event

Inheritance

object

Event

CashFlow

Derived

Coupon

Dividend

IndexedCashFlow

SimpleCashFlow

CommodityCashFlow

FxResetNotionalExchange

Inherited Members

Event.Date

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

CashFlow()

protected CashFlow()

Properties

ExCouponDate

Gets the date that the cash flow trades ex-coupon, or null when it has none.

public virtual Date? ExCouponDate { get; }

Property Value

Date?

Methods

Amount(EvaluationContext)

The amount of the cash flow, not discounted: the amount paid at the cash-flow date.

public abstract double Amount(EvaluationContext context)

Parameters

context EvaluationContext

The evaluation context, which a cash flow whose amount depends on fixings or the evaluation date reads; one that knows its amount checks it and reads nothing.

Returns

double

The amount.

HasOccurred(EvaluationContext, Date?, bool?)

Whether the cash flow has already occurred before a date. On the evaluation date, the context's IncludeTodaysCashFlows, when set, overrides includeRefDate.

public override bool HasOccurred(EvaluationContext context, Date? refDate = null, bool? includeRefDate = null)

Parameters

context EvaluationContext

The evaluation context.

refDate Date?

The reference date; the evaluation date when null.

includeRefDate bool?

Whether a cash flow on the reference date counts as not yet occurred.

Returns

bool

true when the cash flow has occurred.

TradingExCoupon(EvaluationContext, Date?)

Whether the cash flow is trading ex-coupon on a date.

public bool TradingExCoupon(EvaluationContext context, Date? refDate = null)

Parameters

context EvaluationContext

The evaluation context.

refDate Date?

The reference date; the evaluation date when null.

Returns

bool

true on or after the ex-coupon date.