Esempio n. 1
0
        public YieldCurveTest()
        {
            yieldCurveSpot = new YieldCurve {
                ParYields = new[] { 0d, 0.08d, 0.09d, 0.1d, 0.11d }
            };

            yieldCurvePar = new YieldCurve
            {
                SpotYields = new[] { 0d, 0.08d, 0.09045445071809799d, 0.10139519558712839d, 0.11301161161266693d }
            };
        }
Esempio n. 2
0
        static void Main()
        {
            var cashflowPricer = new CashflowPricer();

            cashflowPricer.Calculate();
            Console.WriteLine(cashflowPricer);

            var bondPricer = new BondPricer();

            bondPricer.Calculate();
            Console.WriteLine(bondPricer);

            var yieldCurve = new YieldCurve();

            yieldCurve.BootstrapSpotYields();
            Console.WriteLine(yieldCurve);

            var depositCertificate = new CertificateDeposit();

            depositCertificate.Calculate();
            Console.WriteLine(depositCertificate);

            var discountPaper = new DiscountPaper();

            discountPaper.Calculate();
            Console.WriteLine(discountPaper);

            var fixedDeposit = new FixedDeposit();

            fixedDeposit.Calculate();
            Console.WriteLine(fixedDeposit);

            var fxQuote = new FXQuote();

            Console.WriteLine(fxQuote);

            Console.ReadKey();
        }