QuantLib: Net Present Value Calculation
When you have a series of cash flows you will normally want to know the net present value of those cash flows. The net present value (NPV) of a series of cash flows is calculated as the sum of all…
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Tag Archive: cashflow
QuantLib: Analysing Cashflows – Introduction
In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. typedef std::vector< boost::shared_ptr<CashFlow> > Leg; The functions for…
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QuantLib: Dividends
Dividends are a simple form of cash flows in which a predetermined amount of money is paid out at a specified date. There are two types of dividends, the fixed divided and the fractional dividend. The fixed dividend pairs out…
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QuantLib: Coupons
Coupons are special cash flows which accrue interest over a fixed period. There are many different types of coupons but they all share a number of properties. For this reason, the Coupon class defines a number of properties and operations,…
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QuantLib: Cashflow and SimpleCashFlow
CashFlow is an abstract base class for cash flows. The cash flow interface is implemented by many classes such as SimpleCashFlow, Coupon and many more. The multitude of different cash flows will be handled in another post. Here we will…
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