// given a clean price and idCode will return the yield of the corresponding bond in BondDictionaryData
object ICalculator.YieldFromDictionary(string idCode, double Today, double CleanPrice, int Freq, string DayCount, string Compounding)
{
// int Freq, string DayCount, string Compounding refers to yield calculation
// string idCode is the identification code of bond in BondDictionaryData
// make it volatile
if (m_xlApp != null)
{
m_xlApp.Volatile(true);
}
try
{
BaseBond bond = null; // initialise a bond
if (BondDictionaryData.TryGetValue(idCode, out bond)) // is the idCode in dictionary?
{
// update today since I the bond in dictionary can be the same but I can change my reference date to do simulations
bond.SetNewToDay(new Date(Today));
// Parse enum Type
Dc dc = (Dc)Enum.Parse(typeof(Dc), DayCount);
Compounding comp = (Compounding)Enum.Parse(typeof(Compounding), Compounding);
// return the yield given parameters
return(bond.Yield(CleanPrice, Freq, dc, comp));
}
else
{
return("IdCode not found"); // bond not found
}
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// given a clean price and idCode will return the yield of the corresponding bond in BondDictionaryData
object ICalculator.CleanFromYieldFromFile(string idCode, double Today, double Yield, int Freq, string DayCount, string Compounding, string FileFullName)
{
// int Freq, string DayCount, string Compounding refers to yield calculation
// string idCode is the identification code of bond in BondDictionaryData
// make it volatile
if (m_xlApp != null)
{
m_xlApp.Volatile(true);
}
try
{
BaseBond bond = null; // initialise a bond
// deserialize
BondDictionary SD = new BondDictionary(@FileFullName);
SD.DeSerialize();
if (SD.dic.TryGetValue(idCode, out bond)) // is the idCode in dictionary?
{
// update today since I the bond in dictionary can be the same but I can change my reference date to do simulations
bond.SetNewToDay(new Date(Today));
// Parse enum Type
Dc dc = (Dc)Enum.Parse(typeof(Dc), DayCount);
Compounding comp = (Compounding)Enum.Parse(typeof(Compounding), Compounding);
// if yield is zero return a message
if (Yield == 0)
{
return((string)"YldZero");
}
// return clean price from yield given parameters
return(bond.CleanPriceFromYield(Yield, Freq, dc, comp));
}
else
{
return("IdCode not found"); // bond not found
}
}
catch (Exception e)
{
return((string)e.ToString());
}
}