public override double MarkToMarket(DateTime mtmSettlement, double mtmRate, Position position)
{
var certificateDeposit = new CertificateDeposit(this.Principal, this.Rate, this.DayCountBasis, mtmSettlement,
this.Maturity, this.Settlement, mtmRate);
CalculatePV();
certificateDeposit.CalculatePV();
return(position == Position.Long ? certificateDeposit.PV - this.PV : this.PV - certificateDeposit.PV);
}
static void Main()
{
var cashflowPricer = new CashflowPricer();
cashflowPricer.Calculate();
Console.WriteLine(cashflowPricer);
var bondPricer = new BondPricer();
bondPricer.Calculate();
Console.WriteLine(bondPricer);
var yieldCurve = new YieldCurve();
yieldCurve.BootstrapSpotYields();
Console.WriteLine(yieldCurve);
var depositCertificate = new CertificateDeposit();
depositCertificate.Calculate();
Console.WriteLine(depositCertificate);
var discountPaper = new DiscountPaper();
discountPaper.Calculate();
Console.WriteLine(discountPaper);
var fixedDeposit = new FixedDeposit();
fixedDeposit.Calculate();
Console.WriteLine(fixedDeposit);
var fxQuote = new FXQuote();
Console.WriteLine(fxQuote);
Console.ReadKey();
}
