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
Methods¶
init¶
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 |
calcuNPV¶
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