コード例 #1
0
        private List <double> GetBondPrices(BondClient bond)
        {
            var libraryBond = MapClientFixBondWithLibraryFixBond(bond);

            var           dates  = GetPricingDates(libraryBond);
            List <double> prices = new List <double>();
            double        bondPrice;


            foreach (var item in dates)
            {
                bondPrice = pricer.Compute(libraryBond, item);
                prices.Add(bondPrice);
            }

            return(prices);
        }
コード例 #2
0
        public double Compute(BondWcf bondwcf, DateTime pricerDate)
        {
            var bond = MapBond(bondwcf);

            return(pricer.Compute(bond, pricerDate.Date));
        }