Module finql::fixed_income
source · [−]Traits
Functions
Calculate the internal rate of return of a stream of cash flows
The calculation assumes, that the notional payments and beginning and end are
included and calculates that annual rate, that gives total aggregate zero value
of all cash flows provided as cash_flows
, if discounted to the payment date
of the first cash flow. It is assumed that all cash flow are in the same currency,
otherwise a DiscountError
will be returned.
Get all future cash flows with respect to a given date