Hi Michael,
sorry that the forum wasn't as responsive as you hoped. As you say, the settlementDate is used to exclude any cashflows that are paid before it. Once you have the list of valid cashflows, the npvDate is the date to which you want to discount them. If it's not passed explicitly, it's the same as the settlement date (which is also the most common case, I guess). So, for instance, if you pass three days from today as the settlement date, passing today as the npvDate will give you three additional days of discount compared to not passing anything.
Luigi
I'm calculating IRR for a list of cashflows (both actual historic cashflows
and projected future cashflows) and I'm a little confused by the purpose of
the settlementDate and npvDate parameters. I'm using the c# QLNet library,
but this seems a more appropriate place to post since the code is nearly the
same and this forum appears to be much more responsive.
I know that any cashflow before the settlementDate are excluded, but can
someone give me a good definition of these two parameters?
Thanks
--
View this message in context: http://quantlib.10058.n7.nabble.com/Settlement-Date-and-NPV-Date-parameters-for-Cashflows-Yield-method-tp17679.html
Sent from the quantlib-users mailing list archive at Nabble.com.
------------------------------------------------------------------------------
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org!
http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
