public override CompileResult Execute(IEnumerable <FunctionArgument> arguments, ParsingContext context)
{
ValidateArguments(arguments, 5);
var settlementDate = System.DateTime.FromOADate(ArgToInt(arguments, 0));
var maturityDate = System.DateTime.FromOADate(ArgToInt(arguments, 1));
if (settlementDate >= maturityDate)
{
return(CreateResult(eErrorType.Num));
}
var issueDate = System.DateTime.FromOADate(ArgToInt(arguments, 2));
var rate = ArgToDecimal(arguments, 3);
if (rate < 0)
{
return(CreateResult(eErrorType.Num));
}
var price = ArgToDecimal(arguments, 4);
if (price <= 0)
{
return(CreateResult(eErrorType.Num));
}
var basis = 0;
if (arguments.Count() > 5)
{
basis = ArgToInt(arguments, 5);
if (basis < 0 || basis > 4)
{
return(CreateResult(eErrorType.Num));
}
}
var yearFracProvider = new YearFracProvider(context);
var yf1 = yearFracProvider.GetYearFrac(issueDate, maturityDate, (DayCountBasis)basis);
var yf2 = yearFracProvider.GetYearFrac(issueDate, settlementDate, (DayCountBasis)basis);
var yf3 = yearFracProvider.GetYearFrac(settlementDate, maturityDate, (DayCountBasis)basis);
var result = 1d + yf1 * rate;
result /= price / 100d + yf2 * rate;
result = --result / yf3;
return(CreateResult(result, DataType.Decimal));
}
public override CompileResult Execute(IEnumerable <FunctionArgument> arguments, ParsingContext context)
{
ValidateArguments(arguments, 4);
var settlementNum = ArgToDecimal(arguments, 0);
var maturityNum = ArgToDecimal(arguments, 1);
var settlement = System.DateTime.FromOADate(settlementNum);
var maturity = System.DateTime.FromOADate(maturityNum);
var pr = ArgToDecimal(arguments, 2);
var redemption = ArgToDecimal(arguments, 3);
int basis = 0;
if (arguments.Count() > 4)
{
basis = ArgToInt(arguments, 4);
}
if (maturity <= settlement || pr <= 0 || redemption <= 0 || (basis < 0 || basis > 4))
{
return(CreateResult(eErrorType.Num));
}
var yearFrac = new YearFracProvider(context);
var result = (1d - pr / redemption) / yearFrac.GetYearFrac(settlement, maturity, (DayCountBasis)basis);
return(CreateResult(result, DataType.Decimal));
}
