public double YieldFromPrice(double coupon, DateTime maturityDate, DateTime settlementDate, double price)
{
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
double [] couponArray = new double[1];
couponArray[0] = coupon;
int [] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(TechHackersAnalyst.THIbyld(couponArray, couponArray.Length, maturityDateArray,
maturityDateArray.Length, tHISettlementDate, price, null, null, null, null, 0,
null, null, null, null, null, null, null, null, 0, null, null, 0,
null, 0, null, null, null, null));
}
public static decimal PriceFromYield
(
decimal coupon,
DateTime maturityDate,
DateTime settlementDate,
decimal price
)
{
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
double [] couponArray = new double[1];
couponArray[0] = Convert.ToDouble(coupon);
int [] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(Convert.ToDecimal(TechHackersAnalyst.THIbyld(couponArray, couponArray.Length, maturityDateArray,
maturityDateArray.Length, tHISettlementDate, Convert.ToDouble(price), null, null, null, null, 0,
null, null, null, null, null, null, null, null, 0, null, null, 0,
null, 0, null, null, null, null)));
}