public static Calculation CreateFixed(decimal fixedRate, decimal discountRate, Money notional,
CompoundingMethodEnum compoundingMethod, DayCountFraction dayCountFraction, DiscountingTypeEnum discountingType)
{
var calculation = new Calculation
{
Item = NotionalFactory.Create(notional),
compoundingMethod = compoundingMethod,
compoundingMethodSpecified = true,
dayCountFraction = dayCountFraction,
discounting =
DiscountingHelper.Create(discountRate, dayCountFraction,
discountingType),
Items = new object[] { FixedRateScheduleHelper.Create(fixedRate) }
};
return(calculation);
}
public static Calculation CreateFixed(decimal fixedRate, NonNegativeAmountSchedule notionalSchedule,
DayCountFraction dayCountFraction, DiscountingTypeEnum?discountingType)
{
var discounting = discountingType != null
? DiscountingHelper.Create(fixedRate, dayCountFraction, (DiscountingTypeEnum)discountingType)
: null;
var calculation = new Calculation
{
Item = NotionalFactory.Create(notionalSchedule),
compoundingMethod = CompoundingMethodEnum.None,
compoundingMethodSpecified = true,
dayCountFraction = dayCountFraction,
discounting = discounting,
Items = new object[] { FixedRateScheduleHelper.Create(fixedRate) }
};
return(calculation);
}