public static MBSFixedRateBond makeMBSFixedBond(Date startDate,
Period bondLength,
Period originalLength,
DayCounter dCounter,
Frequency payFrequency,
double amount,
double WACrate,
double PassThroughRate,
PSACurve psaCurve,
Calendar calendar)
{
MBSFixedRateBond bond;
Date endDate = calendar.advance(startDate, bondLength);
Schedule schedule = new Schedule(startDate, endDate, bondLength, calendar, BusinessDayConvention.Unadjusted,
BusinessDayConvention.Unadjusted, DateGeneration.Rule.Backward, false);
bond = new MBSFixedRateBond(0, calendar, amount, startDate, bondLength, originalLength, payFrequency, WACrate, PassThroughRate, dCounter, psaCurve);
return(bond);
}
public static MBSFixedRateBond makeMBSFixedBond(Date startDate,
Period bondLength,
Period originalLength,
DayCounter dCounter,
Frequency payFrequency,
double amount,
double WACrate,
double PassThroughRate,
PSACurve psaCurve,
Calendar calendar)
{
MBSFixedRateBond bond;
Date endDate = calendar.advance(startDate, bondLength);
Schedule schedule = new Schedule(startDate, endDate, bondLength, calendar, BusinessDayConvention.Unadjusted,
BusinessDayConvention.Unadjusted, DateGeneration.Rule.Backward, false);
bond = new MBSFixedRateBond(0, calendar, amount, startDate, bondLength, originalLength , payFrequency, WACrate, PassThroughRate, dCounter, psaCurve);
return bond;
}
