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Module primitives

Module primitives 

Expand description

A dated payment, and the discounting kernel every leg folds through.

Structs§

Cashflow
A single dated payment, in one pricing mode.

Enums§

CashflowError
A cashflow that cannot be produced or valued.

Functions§

discounted_sum
The sum of flows discounted on disc — the shared NPV kernel.
discounted_sum_after 🔒
discounted_sum_as_of
discounted_sum, excluding any flow paying on or before as_of.