Ejemplo n.º 1
0
        /// <summary>
        ///
        /// </summary>
        /// <param name="bond"></param>
        /// <param name="settleDate"></param>
        /// <param name="ytm"></param>
        /// <returns></returns>

        public static ResultStore GetSpotMeasures(this BesaJseBond bond, Date settleDate, double ytm)
        {
            var spotmeasures = new ResultStore();

            spotmeasures.Add(Keys.RoundedAip, bond.RoundedAIP(settleDate, ytm));
            spotmeasures.Add(Keys.RoundedClean, bond.RoundedClean(settleDate, ytm));
            spotmeasures.Add(Keys.UnroundedAip, bond.UnroundedAIP(settleDate, ytm));
            spotmeasures.Add(Keys.UnroundedClean, bond.UnroundedClean(settleDate, ytm));
            spotmeasures.Add(Keys.UnroundedAccrued, bond.UnroundedAccruedInterest(settleDate));

            return(spotmeasures);
        }