Cash Flows


Key _Cash Flows in
Valuation refers to the cash flows associated with the market instruments used in the curve construction
The cash flows are represented as a table with 7 columns and N rows, where N is the number of supplied instruments.

The first column bears the title #Type and indicates the group where each instrument belongs.

The second column bears the title #Earliest and contains the earliest date on which the implied price of each instrument depends upon.

The third column bears the title #Maturity and contains the maturity of each instrument.

The fourth column bears the title #Latest and contains the latest date on which the implied price of each instrument depends upon.

The fifth column bears the title #Pillar and contains the pillar date that has been chosen for each instrument for the purpose of building this yield curve.

The sixth column bears the title #CashFlows and contains objects of type
Set, which carry the cash flows of the respective instruments.
Note the instrument's market quote appears as zero due to technical reasons, but at least its quote implied by the curve is reported at the seventh column, which bears the title #ImpliedQuote

The following instrument-specific information also applies:
For cash flows relating to instruments introduced through
Yield Curve Fxf look at _Details

Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.