public void TestInitialize() { FixBond = new FixRateBond(); FixBond.Periodicity = 6; FixBond.Maturity = 4; FixBond.IssueDate = DateTime.Parse("20/05/1996"); FixBond.Rate = 0.06; FixBond.Nominal = 100; }
private Bond MapClientFixBondWithLibraryFixBond(BondClient clientBond) { // A revoir !!! var bond = new FixRateBond(); bond.Maturity = clientBond.Maturity; bond.Periodicity = clientBond.Periodicity; bond.IssueDate = clientBond.IssueDate; bond.Rate = clientBond.Rate; bond.Nominal = clientBond.Nominal; // A revoir !!! clientBond.Coupon = bond.Coupon; return(bond); }
static void Main(string[] args) { var pricer = new Pricer(); Bond bond = new FixRateBond(); bond.Maturity = 4; bond.Periodicity = 6; bond.IssueDate = DateTime.Parse("26/02/1993"); bond.Rate = 0.08; bond.Nominal = 100; var pricerDate = DateTime.Parse("01/01/1993"); while (pricerDate != bond.IssueDate.AddYears(bond.Maturity).AddDays(2)) { var bondPrice = pricer.Compute(bond, pricerDate); //20/09/1993 Console.WriteLine("Pricer Date {0} => Price : {1}", pricerDate, bondPrice); pricerDate = pricerDate.AddDays(1); } Console.ReadLine(); }