static void Main(string[] args)
{
string refDate = "24/09/2014";
var analytics = new BondAnalytics(refDate);
var xDoc = XElement.Load("Bonds.xml");
var xBonds = from xBond in xDoc.Descendants("Bond")
select xBond;
var bonds = new List <Tuple <string, string, double> >();
foreach (var xBond in xBonds)
{
bonds.Add(new Tuple <string, string, double>(xBond.Attribute("ISIN").Value,
xBond.Element("Description").Value,
double.Parse(xBond.Element("CleanPrice").Value)));
analytics.Add(xBond.Attribute("ISIN").Value,
xBond.Element("IssueDate").Value,
xBond.Element("MaturityDate").Value,
double.Parse(xBond.Element("Coupon").Value));
}
foreach (var tuple in bonds)
{
var yield = analytics.Yield(tuple.Item1, tuple.Item3);
Console.WriteLine("ISIN: {0}", tuple.Item1);
Console.WriteLine("Description: {0}", tuple.Item2);
Console.WriteLine("Clean Price: {0}", tuple.Item3.ToString(".00"));
Console.WriteLine("NPV: {0}", analytics.NetPresentValue(tuple.Item1).ToString(".000000"));
Console.WriteLine("Yield %: {0}", (yield * 100.0).ToString(".000000"));
Console.WriteLine("Modified Duration: {0}", analytics.ModifiedDuration(tuple.Item1, yield).ToString(".00")); //2.89
Console.WriteLine();
}
Console.Read();
}
