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cashflow/CASHFLOW.HPP
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32
cashflow/CASHFLOW.HPP
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#ifndef _CASHFLOW_CASHFLOW_HPP_
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#define _CASHFLOW_CASHFLOW_HPP_
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#include <math.h>
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#include <cashflow/passthru.hpp>
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#include <cashflow/purecflo.hpp>
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#include <cashflow/prepay.hpp>
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#include <common/block.hpp>
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class CashFlow
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{
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public:
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CashFlow();
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~CashFlow();
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WORD generateCashFlows(const PurePassThru &somePurePassThru,Block<PureCashFlow> &cashFlows);
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WORD generateCashFlows(const PurePassThru &purePassThru,Block<PureCashFlow> &cashFlows,PrePay somePrepay);
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WORD convergePSA(PurePassThru &purePassThru,double convergeFactor,double issueBal,short runMonths);
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WORD binaryPartitionPSA(PurePassThru &purePassThru,double convergeFactor,double issueBal,short runMonths);
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private:
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enum {MinPSA=0,MaxPSA=1600};
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double factorFlows(const PurePassThru &purePassThru,double issueBalance,short runMonths);
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};
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inline
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CashFlow::CashFlow()
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{
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}
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inline
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CashFlow::~CashFlow()
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{
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}
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#endif
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