Hi all,
Simple question. I've noticed that in InterestRateDerivatives.xls of Workbooks/StandaloneExamples, NPV of Swap is calculated, not including a principle at the maturity. FixedLegFlowAnalysis and FloatingLegFlowAnalysis clearly show that the principle is not included in the amount at the maturity.
Is there any way to include the principal?
Or if I'm mistaken, please enlighten me.
Thanks in advance!
- Hyungseok
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