/// <summary>
///
/// </summary>
/// <param name="redemption"></param>
/// <param name="currency"></param>
/// <param name="paymentCalendar"></param>
/// <returns></returns>
public static PriceablePrincipalExchange CreatePriceableBondRedemption(PrincipalExchange redemption,
string currency, IBusinessCalendar paymentCalendar)
{
var multiplier = 1;
if (redemption != null)
{
var adjustedPaymentDate = redemption.adjustedPrincipalExchangeDate;
var amount = multiplier * redemption.principalExchangeAmount;
var exchange = new PriceablePrincipalExchange("FinalRedemption", false, amount, currency,
adjustedPaymentDate, paymentCalendar);
return(exchange);
}
return(null);
}
/// <summary>
///
/// </summary>
/// <param name="payerIsBase"></param>
/// <param name="exchanges"></param>
/// <param name="currency"></param>
/// <param name="paymentCalendar"></param>
/// <returns></returns>
public static List <PriceablePrincipalExchange> CreatePriceablePrincipalExchanges(bool payerIsBase, PrincipalExchange[] exchanges,
string currency, IBusinessCalendar paymentCalendar)
{
List <PriceablePrincipalExchange> priceableCashflows = null;
var multiplier = payerIsBase ? -1 : 1;
if (exchanges != null)
{
priceableCashflows = new List <PriceablePrincipalExchange>();
var index = 0;
foreach (var principalExchange in exchanges)
{
var adjustedPaymentDate = principalExchange.adjustedPrincipalExchangeDate;
var amount = multiplier * principalExchange.principalExchangeAmount;
var exchange = new PriceablePrincipalExchange("PrincipalExchange_" + index, payerIsBase, amount, currency, adjustedPaymentDate, paymentCalendar);
priceableCashflows.Add(exchange);
index++;
}
}
return(priceableCashflows);
}
