Skip to main content

fraction_alive

Function fraction_alive 

fn fraction_alive(
    schedule: &[NaiveDate],
    outstanding: &[f64],
    date: NaiveDate,
) -> f64
Expand description

The fraction of the original face alive on date under a profile over schedule’s periods: the first period’s before issue, zero at or after maturity, the containing period’s otherwise. A repayment at a period boundary has happened on the boundary date itself.