{{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}}

Leg {{$index}}

Currency Pmt type Start date End date Pmt date Value Date Notional Fixed Rate Spread Year Fraction Interest Amount Principal Amount Total Amount PV
{{x.currency}} {{p.type}} {{p.date_start}} {{p.date_end}} {{p.date_pmt}} {{p.date_value}} {{p.notional | number:2}} {{p.is_fixed}} {{p.rate * 100 | number:4}}% {{p.spread * 100 | number:4}}% {{p.yf | number:6}} {{p.amount_interest | number:2}} {{p.amount_notional | number:2}} {{p.amount | number:2}} {{p.pv | number:2}}

JSON output

{{res.json}}