Add new fields to Bond ( interest due -> ( interest due , interest arrears, interest on interest )

yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)

https://deal-bench.xyz

Other

15 stars 4 forks source link

Closed yellowbean closed 3 months ago

yellowbean commented 3 months ago

required by CLO ,

add action to pay interest over interest, interest arrears
add query on interest over interest ,interest arrears
add interest type to annotate different rate to calculate interest over interest
Add action to pay IoI separately

yellowbean commented 3 months ago