public Evaluation GetBondPrice(AnalyticsRefData analyticsRefData, double yield)
{
Console.WriteLine("Reached MockAnalytics");
Console.WriteLine(analyticsRefData.Maturity);
ev.Result = (100 / ((1 + yield) * analyticsRefData.Maturity - analyticsRefData.Coupon));
return(ev);
}
public static AnalyticsRefData Map(RefData data)
{
AnalyticsRefData analyticsRefData = new AnalyticsRefData();
analyticsRefData.Cusip = data.Cusip;
analyticsRefData.BondType = data.BondType;
analyticsRefData.Maturity = data.Maturity;
analyticsRefData.Coupon = data.Coupon;
analyticsRefData.lastInterestDay = data.lastInterestDay;
analyticsRefData.firstCouponDate = data.firstCouponDate;
analyticsRefData.issueDate = data.issueDate;
analyticsRefData.currencies = data.currencies;
analyticsRefData.frequencies = data.frequencies;
analyticsRefData.issueCountry = data.issueCountry;
analyticsRefData.nominal = data.nominal;
analyticsRefData.issuePrice = data.issuePrice;
analyticsRefData.issueAmount = data.issueAmount;
analyticsRefData.inflationDetail = data.inflationDetail;
analyticsRefData.creditCurve = data.creditCurve;
return(analyticsRefData);
}
public Evaluation GetBondAccrued(AnalyticsRefData analyticsRefData, double price)
{
ev.Result = price - analyticsRefData.issuePrice;
return(ev);
}
public Evaluation GetBondEvaluation(AnalyticsRefData analyticsRefData, string quoteType, double quote, string tradeDate,
string settleDate, int notional)
{
ev.Result = quote - analyticsRefData.Coupon;
return(ev);
}
public Evaluation GetBondYield(AnalyticsRefData analyticsRefData, double price)
{
ev.Result = 2.54;
return(ev);
}
