Past cash flows


Currently we are trying to find a way to get past cash flows. Future cash flows are already available in Strata, but what about past ones? Suppose transaction has started in the past and coupon dates have already occurred. In Strata we already have forecast (undiscounted) and discounted cash flows. Maybe we also have “forecast” which occurred in the past?

Thanks you!

If you call explainPresentValue() you will get back a data structure that contains the historic/completed payment periods. Hope that is what you are looking for!

Sorry, I’ve just re-read the code, and although it gives you the date, it doesn’t give you the amount. So, we don’t have anything that gets the value of the historic cash flow. The rationale for this is that calculating an actual accurate payment number is a different kind of task to estimating a future return - the accuracy part being significant.

As such, a change would be needed to return the value. If we did make a change, it would be important to note that the number might not quite have the accuracy of a true payment system.