/// <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);
}
/// <summary>
///
/// </summary>
/// <param name="bond"></param>
/// <param name="settleDate"></param>
/// <param name="ytm"></param>
/// <returns>the rounded accrued interest</returns>
public static double RoundedAccruedInterest(this BesaJseBond bond, Date settleDate)
{
return(Math.Round(bond.UnroundedAccruedInterest(settleDate), 5));
}
/// <summary>
///
/// </summary>
/// <param name="bond"></param>
/// <param name="settleDate"></param>
/// <param name="ytm"></param>
/// <returns>the unrounded clean price</returns>
public static double UnroundedClean(this BesaJseBond bond, Date settleDate, double ytm)
{
var unroundedClean = bond.UnroundedAIP(settleDate, ytm) - bond.UnroundedAccruedInterest(settleDate);
return(unroundedClean);
}
