{{picker.title}}

Present values & scenarios

Scenario Base {{s.name}}
Value {{v| number:2}}
PnL {{v-res.present_value[0]| number:2}}

Cashflow

Pmt date Pmt amount
{{cf[0]}} {{cf[1] | number:2}}

Interest cashflow

Pmt date Pmt amount
{{cf[0]}} {{cf[1] | number:2}}

Principal cashflow

Pmt date Pmt amount
{{cf[0]}} {{cf[1] | number:2}}

Cashflow table

Pmt date Accr start date Accr end date Accr factor Fwd rate Interest date Fixing date Repay date Condition change date Curr principal Accr Int pmt Principal pmt Total pmt
{{res.cashflowtable.date_pmt[$index] | date:'yyyy-MM-dd'}} {{x | date:'yyyy-MM-dd'}} {{res.cashflowtable.date_accrual_end[$index] | date:'yyyy-MM-dd'}} {{res.cashflowtable.accrual_factor[$index] | number:6}} {{res.cashflowtable.fwd_rate[$index] | number:6}} {{res.cashflowtable.is_interest_date[$index]}} {{res.cashflowtable.is_fixing_date[$index]}} {{res.cashflowtable.is_repay_date[$index]}} {{res.cashflowtable.is_condition_date[$index]}} {{res.cashflowtable.current_principal[$index] | number:2}} {{res.cashflowtable.accrued_interest[$index] | number:2}} {{res.cashflowtable.pmt_interest[$index] | number:2}} {{res.cashflowtable.pmt_principal[$index] | number:2}} {{res.cashflowtable.pmt_total[$index] | number:2}}

Cashflow table (fix)

Pmt date Accr start date Accr end date Accr factor Fwd rate Interest date Fixing date Repay date Condition change date Curr principal Accr Int pmt Principal pmt Total pmt
{{res.cashflowtable_fix.date_pmt[$index] | date:'yyyy-MM-dd'}} {{x | date:'yyyy-MM-dd'}} {{res.cashflowtable_fix.date_accrual_end[$index] | date:'yyyy-MM-dd'}} {{res.cashflowtable_fix.accrual_factor[$index] | number:6}} {{res.cashflowtable_fix.fwd_rate[$index] | number:6}} {{res.cashflowtable_fix.is_interest_date[$index]}} {{res.cashflowtable_fix.is_fixing_date[$index]}} {{res.cashflowtable_fix.is_repay_date[$index]}} {{res.cashflowtable_fix.is_condition_date[$index]}} {{res.cashflowtable_fix.current_principal[$index] | number:2}} {{res.cashflowtable_fix.accrued_interest[$index] | number:2}} {{res.cashflowtable_fix.pmt_interest[$index] | number:2}} {{res.cashflowtable_fix.pmt_principal[$index] | number:2}} {{res.cashflowtable_fix.pmt_total[$index] | number:2}}

Cashflow table (float)

Pmt date Accr start date Accr end date Accr factor Fwd rate Interest date Fixing date Repay date Condition change date Curr principal Accr Int pmt Principal pmt Total pmt
{{res.cashflowtable_float.date_pmt[$index] | date:'yyyy-MM-dd'}} {{x | date:'yyyy-MM-dd'}} {{res.cashflowtable_float.date_accrual_end[$index] | date:'yyyy-MM-dd'}} {{res.cashflowtable_float.accrual_factor[$index] | number:6}} {{res.cashflowtable_float.fwd_rate[$index] | number:6}} {{res.cashflowtable_float.is_interest_date[$index]}} {{res.cashflowtable_float.is_fixing_date[$index]}} {{res.cashflowtable_float.is_repay_date[$index]}} {{res.cashflowtable_float.is_condition_date[$index]}} {{res.cashflowtable_float.current_principal[$index] | number:2}} {{res.cashflowtable_float.accrued_interest[$index] | number:2}} {{res.cashflowtable_float.pmt_interest[$index] | number:2}} {{res.cashflowtable_float.pmt_principal[$index] | number:2}} {{res.cashflowtable_float.pmt_total[$index] | number:2}}

JSON output

{{res.json}}