C# (CSharp) LoanDepoSchedule Examples

Example #1

File: FixedRateLoanDeposit.cs Project: zhangz/qwack

        public double Pv(IFundingModel model, bool updateState, bool ignoreTodayFlows)
        {
            var discountCurve = model.Curves[DiscountCurve];
            var pv            = LoanDepoSchedule.PV(discountCurve, discountCurve, updateState, true, false, DayCountBasis.ACT360, ignoreTodayFlows ? model.BuildDate.AddDays(1) : model.BuildDate);

            return(pv);
        }

Example #2

File: FloatingRateLoanDepo.cs Project: biqueta/qwack

 public double Pv(IFundingModel model, bool updateState, bool ignoreTodayFlows) =>
 LoanDepoSchedule.PV(model.Curves[DiscountCurve], model.Curves[ForecastCurve], updateState, true, true, FloatRateIndex.DayCountBasis, ignoreTodayFlows ? model.BuildDate.AddDays(1) : model.BuildDate);