Esempio n. 1
0
        public override void CalculatePV()
        {
            var settlementToMaturity = Basis.AccruedPeriod(this.Maturity, this.Settlement, 1, this.DayCountBasis);

            this.PV = this.Principal * (1 - this.Rate * settlementToMaturity);
        }
Esempio n. 2
0
        public void CalculateFV()
        {
            var settlementToMaturity = Basis.AccruedPeriod(this.Maturity, this.Settlement, 1, this.DayCountBasis);

            this.FV = this.Principal * (1 + this.Rate * settlementToMaturity);
        }
Esempio n. 3
0
        public void CalculateFV()
        {
            var issuedToMaturity = Basis.AccruedPeriod(this.Maturity, this.Issued, 1, this.DayCountBasis);

            this.FV = this.Principal * (1 + this.Coupon * issuedToMaturity);
        }