5.93 rollout_structured_cashflows

Function File: [ret_dates ret_values accrued_interest] = rollout_structured_cashflows (valuation_date, value_type, instrument, ref_curve, surface, riskfactor)

Compute cash flow dates and cash flows values, accrued interests and last coupon date for fixed rate bonds, floating rate notes, amortizing bonds, zero coupon bonds and structured products like caps and floors, CM Swaps, capitalized or averaging CMS floaters or inflation linked bonds.

See also: timefactor, discount_factor, get_forward_rate, interpolate_curve.