private double WeightedAverageDuration(Loan loan)
{
var duration = 0.0;
var weightedAverage = loan.GetPayments().Sum(payment => YearsTo(payment.Date, loan) * payment.Amount);
var sumOfPayments = loan.GetPayments().Sum(payment => payment.Amount);
if (Math.Abs(loan.GetCommitment()) > 0.0)
{
duration = weightedAverage / sumOfPayments;
}
return(duration);
}
public override double Capital(Loan loan)
{
return(loan.GetCommitment() * Duration(loan) * RiskFactor(loan));
}