CashFlows(instrument, date)

First set the global evaluation date.

Consider two payment schedules. The first one consists of payments of 5% of the nominal every month between January 3, 2007 and January 3, 2010. The second one consists of payments of 3% of the nominal every quarter between January 3, 2006 and January 3, 2010.

Consider two simple swaps that exchange the first set of payments for the second set.

Here is the set of cash flows for the paying leg of each swap.

Here is the set of cash flows for the receiving leg.

Finance[CompoundFactor], Finance[DiscountFactor], Finance[FixedRateCoupon], Finance[InArrearIndexedCoupon], Finance[ParCoupon], Finance[SimpleCashFlow], Finance[UpFrontIndexedCoupon], Finance[ZeroCurve]