public static string[] GetDatesWithinTime(string[] _dates, int _days)
{
List <string> _datesWithinTime = new List <string>();
int[] _daysUntilPayments = new int[_dates.Length]; //array to store days until dividend payment
//loops through all dividends and gets the days until the payment
for (int i = 0; i < _daysUntilPayments.Length; i++)
{
_daysUntilPayments[i] = DateHandling.DaysUntil(_dates[i]);
}
for (int i = 0; i < _daysUntilPayments.Length; i++)
{
if (_daysUntilPayments[i] <= _days)
{
_datesWithinTime.Add(_dates[i]);
}
}
return(_datesWithinTime.ToArray());
}
//calculates indivdual forward price
private static float GetForwardPrice(StockInformation _stock, float dividend, int days, float riskFreeRate)
{
//initial
double _forward = _stock.price * Math.Exp(riskFreeRate / 100 * days);
int[] _daysUntilPayments = new int[_stock.dates.Length]; //array to store days until dividend payment
//loops through all dividends and gets the days until the payment
for (int i = 0; i < _daysUntilPayments.Length; i++)
{
_daysUntilPayments[i] = DateHandling.DaysUntil(_stock.dates[i]);
}
//loops through checking if dividend will be paid within time, if so it takes payment off price
for (int i = 0; i < _daysUntilPayments.Length; i++)
{
if (_daysUntilPayments[i] < days)
{
_forward -= dividend * Math.Exp(riskFreeRate * (days - _daysUntilPayments[i]));
}
}
return((float)_forward);
}
