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2024-08-07 09:12:07 -04:00
parent ca445435a0
commit fdfadd5c7e
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cashflow/CASHFLOW.HPP Normal file
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#ifndef _CASHFLOW_CASHFLOW_HPP_
#define _CASHFLOW_CASHFLOW_HPP_
#include <math.h>
#include <cashflow/passthru.hpp>
#include <cashflow/purecflo.hpp>
#include <cashflow/prepay.hpp>
#include <common/block.hpp>
class CashFlow
{
public:
CashFlow();
~CashFlow();
WORD generateCashFlows(const PurePassThru &somePurePassThru,Block<PureCashFlow> &cashFlows);
WORD generateCashFlows(const PurePassThru &purePassThru,Block<PureCashFlow> &cashFlows,PrePay somePrepay);
WORD convergePSA(PurePassThru &purePassThru,double convergeFactor,double issueBal,short runMonths);
WORD binaryPartitionPSA(PurePassThru &purePassThru,double convergeFactor,double issueBal,short runMonths);
private:
enum {MinPSA=0,MaxPSA=1600};
double factorFlows(const PurePassThru &purePassThru,double issueBalance,short runMonths);
};
inline
CashFlow::CashFlow()
{
}
inline
CashFlow::~CashFlow()
{
}
#endif