public void CalculateYTM13()
{
var ytm = BondAnalytics.CalculateBondYTM(DateTime.Parse("15/06/11"), DateTime.Parse("15/12/08"), .0575, 2, 100, 107.36);
Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm));
}
public void CalculateYTM()
{
var ytm = BondAnalytics.CalculateBondYTM(DateTime.Today.AddMonths(9), DateTime.Today.AddMonths(-3), 0.06, 2, 100, 104);
Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm));
}
public void CalculateYTM1()
{
var ytm = BondAnalytics.CalculateBondYTM(DateTime.Parse("15/05/13"), DateTime.Parse("15/11/08"), .065, 2, 100, 113.27);
Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm));
}
///<summary>
/// Calculated the bond yield to maturity.
///</summary>
///<param name="maturityDate">redemption date</param>
///<param name="lastCouponDate">last coupon date</param>
///<param name="couponRate">coupon rate</param>
///<param name="couponFrequency">coupons per year,1 for annual, 2 for semi, 4 for quarterly</param>
///<param name="faceValue">The bond face value.</param>
///<param name="dirtyPrice">dirty price</param>
///<returns>The yield to maturity.</returns>
public double CalculateBondYTM(DateTime maturityDate, DateTime lastCouponDate, double couponRate, int couponFrequency, double faceValue, double dirtyPrice)
{
return(BondAnalytics.CalculateBondYTM(maturityDate, lastCouponDate, couponRate, couponFrequency, faceValue, dirtyPrice));
}
