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yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
https://deal-bench.xyz
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Add bond cashflow in face value #156

Closed yellowbean closed 5 months ago

yellowbean commented 6 months ago

Current implementation

Engine will return bond cashflow , but from perspective of investor it require further calculate on position cashflow it will receive.

Propose

add a new column in the bond response, which annotates a flow of face value of bonds..

image

Then user can just multiple the position with the face value flow to get their expected bond cash inflow