/// <summary>
///
/// </summary>
/// <param name="rate"></param>
/// <param name="freq"></param>
/// <returns></returns>
public static double ConvToContinuousRate(double rate, CompoundingFrequency freq)
{
double[] arRate = { rate };
var tempRate = ConvToContinuousRate(arRate, freq);
return(tempRate[0]);
}
public Scenario(string title, string subTitle, bool isDepleting, CompoundingFrequency compoundingFrequency, PaymentFrequency paymentFrequency, PeriodFrequency periodFrequency)
{
Title = title;
SubTitle = subTitle;
IsDepleting = isDepleting;
CompoundingFrequency = compoundingFrequency;
PaymentFrequency = paymentFrequency;
PeriodFrequency = periodFrequency;
}
/// <summary>
///
/// </summary>
/// <param name="rate"></param>
/// <param name="freq"></param>
/// <returns></returns>
public static double[] ConvToContinuousRate(double[] rate, CompoundingFrequency freq)
{
int lngFreq = (int)freq;
double[] tempRates = new double[rate.Length];
if (lngFreq < 0)
{
return(rate);
}
for (long i = 0; i < rate.Length; i++)
{
tempRates[i] = lngFreq * Math.Log(1 + rate[i] / lngFreq);
}
return(tempRates);
}
///<summary>
///</summary>
///<param name="baseDate"></param>
///<param name="frequency"></param>
///<param name="dayCountFraction"></param>
///<returns></returns>
///<exception cref="NotImplementedException"></exception>
public static decimal PeriodFractionFromCompoundingFrequency(DateTime baseDate, CompoundingFrequency frequency, DayCountFraction dayCountFraction)
{
return(PeriodFractionFromCompoundingFrequency(baseDate, frequency.ToEnum(), dayCountFraction));
}
/// <summary>
///
/// </summary>
/// <param name="rate"></param>
/// <param name="strFreq"></param>
/// <returns></returns>
public static double[] ConvToContinuousRate(double[] rate, string strFreq)
{
CompoundingFrequency freq = (CompoundingFrequency)Enum.Parse(typeof(CompoundingFrequency), strFreq);
return(ConvToContinuousRate(rate, freq));
}
