public ActionResult <decimal> ZSpread(PlainListTermCashFlowSet cashFlowSet)
{
var cashFlowList =
new ListTermCashflowSet(cashFlowSet.cashflowSet, cashFlowSet.termType);
var res = new ZSpread(cashFlowList, cashFlowSet.nominal);
var result = res.CalculateZspread();
return(result);
}
public void AssertInterpolationTest1()
{
var flows = new ListTermCashflowSet(cashFlowSet, Term.MonthlyEffective);
var zSpread = new ZSpread(flows, 2000000m);
var result = zSpread.Spread();
var annuity = new Annuity(flows, 30);
var check = annuity.GetZSpreadPV(0.0132866482605499030537820089M);
Assert.IsTrue(IsEqualWithinThreshold(result, 0.0132866482605499030537820089M));
Assert.IsTrue(IsEqualWithinThreshold(check, 2000000m));
}
