Login  Register

Re: Modelling Non-Standard Cash Flows

Posted by igitur on Jan 31, 2017; 10:04am
URL: http://quantlib.414.s1.nabble.com/Modelling-Non-Standard-Cash-Flows-tp18048p18049.html

Hi Charles,

I typically use Cashflows.npv() for valuing custom liability streams with a yield term structure of our own choice.

http://quantlib.org/reference/class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8


Francois Botha

On 31 January 2017 at 11:35, Charles Allderman <[hidden email]> wrote:
Is there functionality to model non-standard cash flows that may be
associated with liability streams typically seen in insurance companies?

If not is there a work around that could be employed.

Thanks




--
View this message in context: http://quantlib.10058.n7.nabble.com/Modelling-Non-Standard-Cash-Flows-tp18048.html
Sent from the quantlib-users mailing list archive at Nabble.com.

------------------------------------------------------------------------------
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


------------------------------------------------------------------------------
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