private static void TestMbsCpr() { var cpr = MbsPricer.ComputeCpr(4, 3); Console.WriteLine(cpr == 0.014); var smm = MbsPricer.ComputeSmm(4, 3); Console.WriteLine(smm > 0.0011742 && smm < 0.0011743); }
public MainWindow() { InitializeComponent(); TestMbsCpr(); //TestComputeAmericanPutByBinomialPricer(); //Test(); var mortgage = new Mortgage(360, 4200000, 0.0215, 0, 1); var mbs = new MortgageBackedSecurity(mortgage); MbsPricer.ComputeMortgage(mortgage); }