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[Revolving] merge cashflow #227

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yellowbean opened this issue Oct 16, 2024 · 1 comment · Fixed by #216
Closed

[Revolving] merge cashflow #227

yellowbean opened this issue Oct 16, 2024 · 1 comment · Fixed by #216

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@yellowbean
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yellowbean commented Oct 16, 2024

Issue

If original pool cashflow date range : 2024-01-01 -> 2024-12-01
but the new bought cashflow from revolving pool is 2024-06-01 -> 2025-03-01

In current merging logic, the cashflow from 2024-12-01 -> 2025-03-01 will be dropped.

Solution

  • Merge cashflow A with new bought cashflow B

  • if time horizon of cashflow A is shorter than cashflow B ?

  • The engine should expand the dates of cashflow A with deal Pool Freq

@yellowbean yellowbean linked a pull request Oct 16, 2024 that will close this issue
@yellowbean
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fix 7ae5883

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