Implementation:Avhz RustQuant Cashflow

Knowledge Sources	RustQuant
Domains	Cashflow_Analysis, Quantitative_Finance
Last Updated	2026-02-07 19:00 GMT

Overview

Concrete tool for representing and manipulating individual cashflows provided by the RustQuant library.

Description

The Cashflow struct models a single financial cashflow consisting of an amount (f64) and a date (time::Date). It provides a constructor new(), accessor methods amount() and date(), and a npv() method that computes the Net Present Value by multiplying the amount by a discount rate. The struct implements a comprehensive suite of arithmetic operator traits: Add and AddAssign for combining cashflows on the same date (panics if dates differ), Sub and SubAssign for subtraction with date matching, Mul<f64> and MulAssign<f64> for scalar multiplication, Div<f64> and DivAssign<f64> for scalar division, and Neg (for owned, borrowed, and mutable references) for sign inversion. It also implements Display for formatted output as "Cashflow(amount, date)". The struct derives Debug, Clone, Copy, PartialEq, and PartialOrd.

Usage

Use this struct as the fundamental building block for cashflow-based financial calculations, including bond pricing, loan amortization, NPV analysis, and as components of Leg sequences in structured products.

Code Reference

Source Location

• Repository: RustQuant
• File: crates/RustQuant_cashflows/src/cashflow.rs
• Lines: 1-265

Signature

#[derive(Debug, Clone, Copy, PartialEq, PartialOrd)]
pub struct Cashflow {
    pub amount: f64,
    pub date: Date,
}

impl Cashflow {
    pub fn new(amount: f64, date: Date) -> Self;
    pub fn amount(&self) -> f64;
    pub fn date(&self) -> Date;
    pub fn npv(&self, discount_rate: f64) -> f64;
}

// Arithmetic traits: Add, AddAssign, Sub, SubAssign,
// Mul<f64>, MulAssign<f64>, Div<f64>, DivAssign<f64>, Neg

Import

use RustQuant::cashflows::Cashflow;

I/O Contract

Inputs

Name	Type	Required	Description
amount	f64	Yes	The monetary amount of the cashflow (positive or negative)
date	Date	Yes	The date on which the cashflow occurs
discount_rate	f64	For npv()	Discount factor to apply when computing Net Present Value

Outputs

Name	Type	Description
Cashflow	struct	A dated monetary amount
f64	amount()	The cashflow amount
Date	date()	The cashflow date
f64	npv()	Net Present Value (amount * discount_rate)

Usage Examples

use RustQuant::cashflows::Cashflow;
use time::Date;

let today = time::OffsetDateTime::now_utc().date();

// Create cashflows
let cf1 = Cashflow::new(100.0, today);
let cf2 = Cashflow::new(50.0, today);

// Arithmetic operations (dates must match)
let combined = cf1 + cf2;
assert_eq!(combined.amount(), 150.0);

let difference = cf1 - cf2;
assert_eq!(difference.amount(), 50.0);

// Scalar operations
let doubled = cf1 * 2.0;
assert_eq!(doubled.amount(), 200.0);

// Net Present Value with 10% discount
let npv = cf1.npv(0.9);
assert!((npv - 90.0).abs() < 1e-10);

// Negate a cashflow
let neg_cf = -cf1;
assert_eq!(neg_cf.amount(), -100.0);

Related Pages

• Principle:Avhz_RustQuant_Cashflow_Analysis