public BondPricerTest() { bondPricerYield = new BondPricer(settlement: DateTime.Parse("1 January 2000"), maturity: DateTime.Parse("15 August 2010"), basis: DayCount.ActAct, period: 4, coupon: 0.08d, clean: 0.97d, principal: 1, horizonDate: DateTime.Parse("30 June 2005"), horizonPrice: 1d, horizonReinvestment: 0.06d); bondPricerClean = new BondPricer(settlement: DateTime.Parse("1 January 2000"), maturity: DateTime.Parse("15 August 2010"), basis: DayCount.ActAct, period: 4, coupon: 0.08d, principal: 1, yieldToMaturity: 0.084295197233745636d, horizonDate: DateTime.Parse("30 June 2005"), horizonPrice: 1d, horizonReinvestment: 0.06d); }
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(); }