Ejemplo n.º 1
0
        ///<summary>
        ///</summary>
        ///<param name="settlement"></param>
        ///<param name="maturity"></param>
        ///<param name="couponRate"></param>
        ///<param name="yield"></param>
        ///<param name="couponFreq"></param>
        ///<param name="exIntPeriod"></param>
        ///<returns></returns>
        public double BondPrice(DateTime settlement, DateTime maturity, double couponRate, double yield, int couponFreq, int exIntPeriod)
        {
            if (couponRate == 0 | yield == 0 | couponFreq == 0 | exIntPeriod < 0)
            {
                return(0);
            }
            if (settlement > maturity)
            {
                return(0);
            }
            Double output = BondAnalytics.BondPrice(settlement, maturity, couponRate, yield, couponFreq, exIntPeriod);

            return(output);
        }