Last updated: 2023-03-16.

Module: tf_quant_finance.rates.analytics.cashflows

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Collection of functions to compute properties of cashflows.

Functions

present_value(...): Computes present value of a stream of cashflows given discount factors.

pv_from_yields(...): Computes present value of cashflows given yields.

yields_from_pv(...): Computes yields to maturity from present values of cashflows.