1. Cash Flow Engine Reference Guide
  2. Cash Flow Calculations
  3. Event-Driven Logic

7.4 Event-Driven Logic

The OFSAA Cash Flow Engine generates Cash Flows as a series of events. On any day and with any frequency thereafter, depending on the instrument characteristics, any of the following events can occur:

  • Payment
  • Re-pricing
  • Payment Recalculation
  • Prepayment

This Reference Guide explains the calculations that occur for each event.