Esempio n. 1
0
        ///<summary>
        ///</summary>
        ///<param name="settlement"></param>
        ///<param name="maturity"></param>
        ///<param name="couponRate"></param>
        ///<param name="yield"></param>
        ///<returns></returns>
        public double RBABondPrice(DateTime settlement, DateTime maturity, double couponRate, double yield)
        {
            if (couponRate == 0 | yield == 0)
            {
                return(0);
            }
            if (settlement > maturity)
            {
                return(0);
            }
            Double output = BondAnalytics.RBABondPrice(settlement, maturity, couponRate, yield);

            return(output);
        }