Amortizing Schedule


#1

Hi everyone,

I may be wrong, but it seems that the library does not include the ability to valuate securities with an amortizing schedule (or a notional that varies during the lifetime of the instrument). Such instruments are quite numerous among swaps, bonds, caps/floors, cds…

If I wanted to do so, what do you suggest? Is it part of the TODO List from the next releases?

Best regards

Thomas