ZSpreadPresentValue(ListTermCashflowSet cashFlowSet, int days, decimal nominal)
{
Annuity annuity = new Annuity(cashFlowSet, days);
var result = Interpolation.Interpolate(annuity.GetZSpreadPV, 0.01m, 0.09m, nominal);
return(result);
}
AnnuityPresentValue(PlainListTermCashFlowSet cashFlowSet, int days, decimal nominal)
{
var cashFlowList =
new ListTermCashflowSet(cashFlowSet.cashflowSet, cashFlowSet.termType);
Annuity annuity = new Annuity(cashFlowList, days);
var result = annuity.GetPV();
return(result);
}
public void AssertInterpolationTest1()
{
var flows = new ListTermCashflowSet(cashFlowSet, Term.MonthlyEffective);
var zSpread = new ZSpread(flows, 2000000m);
var result = zSpread.Spread();
var annuity = new Annuity(flows, 30);
var check = annuity.GetZSpreadPV(0.0132866482605499030537820089M);
Assert.IsTrue(IsEqualWithinThreshold(result, 0.0132866482605499030537820089M));
Assert.IsTrue(IsEqualWithinThreshold(check, 2000000m));
}
private void addAnnuityButton_Click(object sender, RoutedEventArgs e)
{
var annuity = new Annuity()
{
Year = addAnnuitiyYearIntUpDown.Value.ToString(),
Amount = decimal.Parse(addAnnuityAmountTextBox.Text)
};
this.plot.Annuities.Add(annuity);
addAnnuitiyYearIntUpDown.Value--;
addAnnuityAmountTextBox.Clear();
}
private void addAnnuityButton_Click(object sender, RoutedEventArgs e)
{
var annuity = new Annuity()
{
Year = addAnnuitiyYearIntUpDown.Value.ToString(),
Amount = decimal.Parse(addAnnuityAmountTextBox.Text)
};
this.plot.Annuities.Add(annuity);
addAnnuitiyYearIntUpDown.Value--;
addAnnuityAmountTextBox.Clear();
}
public void buyAnnuity()
{ // Method + _ + scenario + _ + expected behavior (naming convention)
//Arrange
double beginningBal = 1000.00;
Annuity ann = new Annuity();
//Act
ann.Buy(beginningBal);
double actualBal = ann.GetShares;
// assert
Assert.AreEqual(actualBal, 1000.00);
}
public void EarnAnnuity()
{
double beginningBal = 800.00;
double transactionAmount = 20.00;
//Arrange
Annuity ann = new Annuity();
//Act
ann.Buy(beginningBal);
ann.Earn(transactionAmount);
double actualBal = ann.GetShares;
// assert
Assert.AreEqual(actualBal, 820.00);
}
public void showPortfolio()
{
//Arrange
double stocksBal = 5500.00;
double bondsBal = 3450.00;
double annuityBal = 820.00;
Annuity ann = new Annuity();
Stocks sto = new Stocks();
Bonds bond = new Bonds();
//Act
ann.Buy(annuityBal);
sto.Buy(stocksBal);
bond.Buy(bondsBal);
double actualBal = ann.GetShares + sto.GetShares + bond.GetShares;
// assert
Assert.AreEqual(actualBal, 9770.00);
}
public AnnuityEquations(Annuity annuity1,
Annuity annuity2)
{
this.annuity1 = annuity1;
this.annuity2 = annuity2;
}
