Ejemplo n.º 1
0
        public double MonthlyYield()
        {
            Brent solver = new Brent();

            solver.setMaxEvaluations(100);
            List <CashFlow> cf = expectedCashflows();

            MonthlyYieldFinder objective = new MonthlyYieldFinder(notional(settlementDate()), cf, settlementDate());

            return(solver.solve(objective, 1.0e-10, 0.02, 0.0, 1.0) / 100);
        }
      public double MonthlyYield()
      {
         Brent solver = new Brent();
         solver.setMaxEvaluations(100);
         List<CashFlow> cf = expectedCashflows();

         MonthlyYieldFinder objective = new MonthlyYieldFinder(notional(settlementDate()), cf, settlementDate());
         return solver.solve(objective, 1.0e-10, 0.02, 0.0, 1.0) /100 ;
      }