Issue in the cfamounts() function from FinancialToolbox

Antonio Seabra

2021 2 12

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4 次查看（30 天）

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Running

[CFlowAmounts, CFlowDates, TFactors, CFlowFlags, CFPrincipal] = cfamounts(CouponRate,Settle, Maturity, Period, Basis, 'PrincipalType', 'sinking')

one gets

CFPrincipal = [0 0 0 0 0 100]

This result is rather puzzling since one would expect that principal cash flows would be returned throughout the life of the bond, as stated in the documentation about cfamounts. However, the above result is what one would expect if the PrincipalType option selected was 'bullet' instead of 'sinking'. Thanks in advance!