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Finance[CashFlows] - return the set of cash flows for a bond or a swap
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Calling Sequence
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CashFlows(instrument, date)
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Parameters
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instrument
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swap or bond; financial instrument
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date
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a string containing a date specification in a format recognized by ParseDate or a date data structure; date
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Description
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The CashFlows command returns the set of cash flows for a swap or a bond to occur after the given date.
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Compatibility
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The Finance[CashFlows] command was introduced in Maple 15.
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Examples
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First set the global evaluation date.
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| (1) |
Consider two payment schedules. The first one consists of payments of 5% of the nominal every month between January 3, 2007 and January 3, 2010. The second one consists of payments of 3% of the nominal every quarter between January 3, 2006 and January 3, 2010.
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Consider two simple swaps that exchange the first set of payments for the second set.
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Here is the set of cash flows for the paying leg of each swap.
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Here is the set of cash flows for the receiving leg.
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![map(proc (t) options operator, arrow; t[':-amount'] end proc, PayingLeg1)](/support/helpjp/helpview.aspx?si=8825/file01597/math168.png)
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![[4.246575342, 3.835616438, 4.246575342, 4.109589041, 4.246575342, 4.109589041, 4.246575342, 4.246575342, 4.109589041, 4.246575342, 4.109589041, 4.245826783, 4.234972678, 3.961748634, 4.234972678, 4.098360656, 4.234972678, 4.098360656, 4.234972678, 4.234972678, 4.098360656, 4.234972678, 4.098360656, 4.235721237, 4.246575342, 3.835616438, 4.246575342, 4.109589041, 4.246575342, 4.109589041, 4.246575342, 4.246575342, 4.109589041, 4.246575342, 4.109589041, 4.246575342]](/support/helpjp/helpview.aspx?si=8825/file01597/math171.png)
| (12) |
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![map(proc (t) options operator, arrow; t[':-amount'] end proc, PayingLeg2)](/support/helpjp/helpview.aspx?si=8825/file01597/math175.png)
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![[14.82194787, 14.98694508, 15.15194910, 15.15194910, 14.82194787, 14.98694508, 15.15194910, 15.15127369, 14.94592054, 14.94592054, 15.11047204, 15.11114744, 14.82194787, 14.98694508, 15.15194910, 15.15194910]](/support/helpjp/helpview.aspx?si=8825/file01597/math178.png)
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