public void TestBondCleanPriceAndPV() { bondPricerYield.Calculate(); Assert.AreEqual(0.084295197233745636d, bondPricerYield.YieldToMaturity, Mathematics.Error, "Test calculation of Bond Yield to Maturity"); bondPricerClean.Calculate(); Assert.AreEqual(0.97d, bondPricerClean.Clean, Mathematics.Error, "Test calculation of Bond Clean Price"); Assert.AreEqual(bondPricerClean.PV, bondPricerYield.PV, Mathematics.Error, "Test bonds' PV values match"); }
static void Main() { var cashflowPricer = new CashflowPricer(); cashflowPricer.Calculate(); Console.WriteLine(cashflowPricer); var bondPricer = new BondPricer(); bondPricer.Calculate(); Console.WriteLine(bondPricer); var yieldCurve = new YieldCurve(); yieldCurve.BootstrapSpotYields(); Console.WriteLine(yieldCurve); var depositCertificate = new CertificateDeposit(); depositCertificate.Calculate(); Console.WriteLine(depositCertificate); var discountPaper = new DiscountPaper(); discountPaper.Calculate(); Console.WriteLine(discountPaper); var fixedDeposit = new FixedDeposit(); fixedDeposit.Calculate(); Console.WriteLine(fixedDeposit); var fxQuote = new FXQuote(); Console.WriteLine(fxQuote); Console.ReadKey(); }