Interest Fn


Interest Fn is a direct subtype of Timed Real To Real Function
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with functions Interest Fn Functions, keys Interest Fn keys and example object InterestFn

TYPE INCLUSION RELATIONSHIPS

Timed Real To Real Function

Interest Fn

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Accr Start

Amort Schedule

Amortization

Interest Rate

Notional

Notionals

Spec

Total Value

Val Schedule

Whole Accr End

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TYPICAL OBJECTS OF TYPE Interest Fn

InterestFn

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This type represents a function ƒ that maps a date d to the interest amount earned by a given interest rate from a given reference date until that date d
The notional is allowed to be time-dependent and likely amortization payments may be optionally added to the interest so that the function returns total payments composed by both interest and principal payments.
One of more reference dates can be defined through the key Accr Start
One of more interest rates can be defined through the key Interest Rate
One of more interest rate conventions can be defined through the key Spec