Function capitalisations
pub(crate) fn capitalisations(instrument: &PyInstrument) -> PyResult<PyRecords>Expand description
Every capitalisation on a payment-in-kind bond’s life, in order: the date the coupon would have paid, the rate and year fraction it accrued at, the face entering and leaving the period, and the amount rolled into principal.
A capitalisation is not a cash flow, which is why a PIK bond’s
cashflow_records refuses: it pays once, at maturity. This is the table
the accretion is reconstructable from.