Example #1
0
        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);
        }
Example #2
0
        public MainWindow()
        {
            InitializeComponent();
            TestMbsCpr();
            //TestComputeAmericanPutByBinomialPricer();
            //Test();

            var mortgage = new Mortgage(360, 4200000, 0.0215, 0, 1);
            var mbs      = new MortgageBackedSecurity(mortgage);

            MbsPricer.ComputeMortgage(mortgage);
        }