Create a floating rate loan.

Description

Create a floating rate loan.

Example Sheet

Loans.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • currency (Currency)The currency of the cashflows.
  • balanceDates (Date[])The dates on which the loan balances are known. All dates other than the first one will be assumed to also be cashflow dates.
  • balanceAmounts (Double[])The notionals on which the payments are based.
  • floatingIndex (FloatRateIndex)The reference index on which the floating flows are based.
  • floatingSpread (Double)The spread that will be added to the floating index.