static void Main(string[] args)
{
var deal = new Deal("Example Deal");
var scenario = new Scenario(
vpr: new [] { 0.0 },
cdr: new [] { 0.12682503013, 0 },
sev: new [] { 0.5 },
lag: new [] { 6 },
dq: new [] { 0.0 },
prinAdv: new [] { 1.0 },
intAdv: new [] { 1.0 }
);
Loan loan = new Loan(
loanId: "Example Loan",
originalBalance: 1_000_000.0,
currentBalance: 1_000_000.0,
firstPaymentDate: new DateTime(2019, 1, 1),
factorDate: new DateTime(2019, 1, 1),
originalLoanTerm: 120,
originalAmortTerm: 120,
originalIOTerm: 0,
grossCoupon: 0.06,
feeStrip: 0.0,
accrualBasis: AccrualBasis.THIRTY_360,
originalPrepaymentString: "O(120)"
);
deal.AddLoanToDeal(loan);
CashFlowEngine engine = new CashFlowEngine();
CashFlows cashflows = engine.RunCashFlows(deal, scenario);
cashflows.PrettyPrint();
}
static void Main(string[] args)
{
Scenario scenario = new Scenario(0.05, 0.01, 0.25, 0, 0.0, 100.0, 100.0);
CashFlowEngine engine = new CashFlowEngine();
Loan loan = new Loan(); // TODO: Update all interfaces to accept parameters
CashFlows cashflows = engine.RunCashFlows(loan, scenario);
scenario.PrettyPrint();
cashflows.PrettyPrint();
}
