template class xf::fintech::DiscountingBondEngine¶

#include "discounting_bond_engine.hpp"

Overview¶

DiscountingBondEngine Discounting Bond Engine.

Parameters:

DT	data type supported include float and double.
LEN	maximum length of array

template <
    typename DT,
    int LEN
    >
class DiscountingBondEngine

void init (
    int size,
    DT* timeIn,
    DT* discIn
    )

init initialize array and parameter

Parameters:

size	the actual size of array timeIn
timeIn	array times, the difference between the maturity date and the reference date, unit is year.
discIn	array logarithm of discount

DT calcuNPV (
    DT t,
    DT amount
    )

calcuNPV calculate NPV function

Parameters:

t	the difference between the maturity date and the reference date, unit is year.
amount	redemption price (face value)

Returns:

return the NPV result