Table of Contents

Class SimpleCashFlow

Namespace
NanoQL.Coupons
Assembly
NanoQL.dll

A predetermined cash flow: an amount paid on a date.

public class SimpleCashFlow : CashFlow
Inheritance
SimpleCashFlow
Derived
Inherited Members

Remarks

Unsealed, as in QuantLib: Redemption and AmortizingPayment derive from it.

Constructors

SimpleCashFlow(double, Date)

Initializes a new instance of the SimpleCashFlow class.

public SimpleCashFlow(double amount, Date date)

Parameters

amount double

The amount.

date Date

The payment date.

Properties

Date

Gets the date at which the event occurs.

public override Date Date { get; }

Property Value

Date

Methods

Amount(EvaluationContext)

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

public override 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.