Example #1
0
        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();
        }
Example #2
0
 public CashflowPricerTest()
 {
     cashflowPricerRate = new CashflowPricer(years: 3, period: 1, coupon: 0.4021148036253774d, principal: 100, pv: 100d);
     cashflowPricerPV   = new CashflowPricer(years: 3, period: 1, coupon: 0.4021148036253774d, rate: 0.1d, principal: 100);
 }