public void InterpolatorTest()
{
BondHalfYearly bond = new BondHalfYearly(240000, 1, 0.09m, 15.5m);
var yield = interpolator.Interpolate(bond.value, 0.01m, 0.09m, 240000m);
Assert.IsTrue(isEqualWithinThreshold(240000m, bond.value(yield)));
}
public decimal GetValue()
{
if (cacheValue == 0)
{
var bond = new BondHalfYearly(bondDetails.nominal, bondDetails.redemptionRate, bondDetails.yearlyCouponRate, bondDetails.term);
var interpolation = new Interpolation();
cacheValue = interpolation.Interpolate(bond.value, 0.01m, 0.09m, bondDetails.nominal * bondDetails.redemptionRate);
}
return(cacheValue);
}
