Description
Calculate a signed single-period funding-basis cash flow.
Financial market terms depend on quote conventions, contract multipliers, rate units, horizons and signed positions. A price gap, intrinsic value or linear sensitivity is a limited scenario term rather than an executable price or complete valuation. Variance, volatility, fractional rates and basis points are different quantities.
Calculate a signed single-period funding-basis cash flow.
When to use this tool
Use Funding Basis Single Period Cashflow when checking the stated supplied market, valuation or exposure convention.
How to use the tool and how it works
- Enter notional, signedRateBasis, accrualYearFraction. Use the units and conventions below.
- Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
- Read signedCashflow. Use the output convention below.
Require nonnegative notional and accrualYearFraction. Return notional*signedRateBasis*yearFraction.1
| Input field | Meaning and units | Accepted input |
|---|---|---|
| notional | Notional | Required. Finite number; minimum 0. |
| signedRateBasis | Signed fractional rate, not a basis-point count. | Required. Finite number. |
| accrualYearFraction | Accrual Year Fraction | Required. Finite number; minimum 0. |
| Output field | Interpretation | Returned shape |
|---|---|---|
| signedCashflow | Signed Cashflow | Required. Finite number. |
{
"input": {
"notional": 1000000,
"signedRateBasis": 0.002,
"accrualYearFraction": 0.25
},
"output": {
"signedCashflow": 500
}
}Limitations and assumptions
- The rate basis is a signed fraction, not basis-point input; day count, compounding, settlement and actual funding contracts are not inferred.
- Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
- Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.
Alternative or Complementary methods
Use verified contract/market data and a complete suitable valuation and risk model with qualified financial advice for actual investment or trading decisions.
References
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