C# (CSharp) DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurves Examples

Example #1

        static DiscountingCapitalIndexedBondTradePricerTest()
        {
            double dirtyNominal = PRODUCT_PRICER.dirtyNominalPriceFromCurves(RPRODUCT, RATES_PROVIDER, ISSUER_RATES_PROVIDER, REF_DATA);
            double cleanNominal = PRODUCT_PRICER.cleanNominalPriceFromDirtyNominalPrice(RPRODUCT, RATES_PROVIDER, SETTLEMENT_STANDARD, dirtyNominal);

            CLEAN_REAL_FROM_CURVES = PRODUCT_PRICER.realPriceFromNominalPrice(RPRODUCT, RATES_PROVIDER, SETTLEMENT_STANDARD, cleanNominal);
            double dirtyNominalZSpread = PRODUCT_PRICER.dirtyNominalPriceFromCurvesWithZSpread(RPRODUCT, RATES_PROVIDER, ISSUER_RATES_PROVIDER, REF_DATA, Z_SPREAD, PERIODIC, PERIOD_PER_YEAR);
            double cleanNominalZSpread = PRODUCT_PRICER.cleanNominalPriceFromDirtyNominalPrice(RPRODUCT, RATES_PROVIDER, SETTLEMENT_STANDARD, dirtyNominalZSpread);

            CLEAN_REAL_FROM_CURVES_ZSPREAD = PRODUCT_PRICER.realPriceFromNominalPrice(RPRODUCT, RATES_PROVIDER, SETTLEMENT_STANDARD, cleanNominalZSpread);
        }