Issue in the cfamounts() function from FinancialToolbox

Running
[CFlowAmounts, CFlowDates, TFactors, CFlowFlags, CFPrincipal] = cfamounts(CouponRate,Settle, Maturity, Period, Basis, 'PrincipalType', 'sinking')
one gets
CFPrincipal = [0 0 0 0 0 100]
This result is rather puzzling since one would expect that principal cash flows would be returned throughout the life of the bond, as stated in the documentation about cfamounts. However, the above result is what one would expect if the PrincipalType option selected was 'bullet' instead of 'sinking'. Thanks in advance!

Risposte (0)

Categorie

Scopri di più su MATLAB in Centro assistenza e File Exchange

Prodotti

Release

R2020b

Tag

Richiesto:

il 12 Feb 2021

Modificato:

il 12 Feb 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by