Ejemplo n.º 1
0
        ///<summary>
        ///</summary>
        ///<param name="settlement"></param>
        ///<param name="maturity"></param>
        ///<param name="baseAnnuity"></param>
        ///<param name="yield"></param>
        ///<param name="pmtFreq"></param>
        ///<param name="cpiBase"></param>
        ///<param name="cpiLatest"></param>
        ///<param name="cpiPrevious"></param>
        ///<param name="nextPmtKnownFlag"></param>
        ///<param name="exIntPeriod"></param>
        ///<returns></returns>
        public double IABPrice(DateTime settlement, DateTime maturity, double baseAnnuity, double yield, int pmtFreq,
                               double cpiBase, double cpiLatest, double cpiPrevious, bool nextPmtKnownFlag, int exIntPeriod)
        {
            if (baseAnnuity < 0 | yield < 0 | pmtFreq <= 0 | cpiBase < 0 | exIntPeriod < 0)
            {
                return(0);
            }
            if (settlement > maturity)
            {
                return(0);
            }
            Double output = BondAnalytics.IABPrice(settlement, maturity, baseAnnuity, yield, pmtFreq, cpiBase, cpiLatest, cpiPrevious, nextPmtKnownFlag, exIntPeriod);

            return(output);
        }