This module calculates accruals of fixed payments for given valuation dates. This implements two methods, Equal Value (Method 1) and Equal Return (Method 2), that preserve the market value and return at the period end, respectively.
This module calculates accruals of fixed payments for given valuation dates. This implements two methods, Equal Value (Method 1) and Equal Return (Method 2), that preserve the market value and return at the period end, respectively.