public static void Example4()
{
DateTime startDate = new Date(2009, 8, 3).DateValue;
DateTime endDate = new Date(2014, 10, 3).DateValue;
// Now test with bool as well
bool adjusted = true;
int paymentPerYear = 2;
bool arrears = false;
int fixingDays = -2;
bool shortPeriod = true;
DateSchedule myDL_1 = new DateSchedule(startDate, endDate, paymentPerYear, shortPeriod, adjusted, arrears, fixingDays);
Console.WriteLine("Marix<Date> GetLongScheduleDate()");
myDL_1.PrintDateMatrix(myDL_1.GetLongScheduleDate());
Console.WriteLine();
Console.WriteLine("Matrix<double> GetLongScheduleSerial()");
myDL_1.GetLongScheduleSerial().extendedPrint();
Console.WriteLine();
Console.WriteLine("Marix<Date> GetShortScheduleDate()");
myDL_1.PrintDateMatrix(myDL_1.GetShortScheduleDate());
Console.WriteLine();
Console.WriteLine("Array<Date>PaymentDateArray()");
myDL_1.PrintDateArray(myDL_1.PaymentDateArray());
Console.WriteLine();
Console.WriteLine("count numbers of rows: public int Length " + myDL_1.Length);
}
public static void Example10()
{
// I will pay 5% quarterly 30/360 for 5y starting from 5 Oct 09 on a nominal of 1.000.000 USD. I want to see
// interest rates cash flows
// input data
Date startDate = new Date(2009, 10, 5);
Date endDate = startDate.AddYears(5);
int paymentPerYear = 4; // Quarterly
bool firstShortPeriod = true;
double rate = 0.05;
// I use standard constructor
DateSchedule myDS = new DateSchedule(startDate, endDate, paymentPerYear, firstShortPeriod);
// I get start and end date schedule
NumericMatrix <Date> myShortSchedule = myDS.GetShortScheduleDate();
// my nominals
Array <double> nominals = new Array <double>(myShortSchedule.Rows, 0, 1000000);
// year fraction from/to according 30/360
Array <double> yearFractions = new Array <double>(myShortSchedule.Rows, 0);
// days from/to according 30/360
Array <double> days = new Array <double>(myShortSchedule.Rows, 0);
// interest to pay
Array <double> interest = new Array <double>(myShortSchedule.Rows, 0);
Console.WriteLine("{0},\t{1},\t{2},\t{3},\t{4}", "days", "yearFrac", "rate",
"nominals", "interest");
// running sum
double totalInterest = 0.0;
// iterate interest calculation using schedule
for (int i = 0; i < myShortSchedule.Rows; i++)
{
yearFractions[i] = myShortSchedule[i, 0].YF_30_360(myShortSchedule[i, 1]);
days[i] = myShortSchedule[i, 0].D_30_360(myShortSchedule[i, 1]);
interest[i] = yearFractions[i] * rate * nominals[i];
Console.WriteLine("{0},\t{1:F5},\t{2:P},\t{3:C},\t{4:C}", days[i], yearFractions[i], rate,
nominals[i], interest[i]);
totalInterest += interest[i];
}
Console.WriteLine("{0},\t{1:F2}", "Total interests: ", totalInterest);
}
