/// <summary>
/// Calculates the yield for settlement at a given settlement date using curves with z-spread.
/// <para>
/// The z-spread is a parallel shift applied to continuously compounded rates or
/// periodic compounded rates of the issuer discounting curve.
/// </para>
/// <para>
/// The z-spread is applied only on the legal entity curve, not on the repo curve.
///
/// </para>
/// </summary>
/// <param name="bill"> the bill </param>
/// <param name="provider"> the discounting provider </param>
/// <param name="settlementDate"> the settlement date </param>
/// <param name="zSpread"> the z-spread </param>
/// <param name="compoundedRateType"> the compounded rate type </param>
/// <param name="periodsPerYear"> the number of periods per year </param>
/// <returns> the yield </returns>
public virtual double yieldFromCurvesWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
{
double price = priceFromCurvesWithZSpread(bill, provider, settlementDate, zSpread, compoundedRateType, periodsPerYear);
return(bill.yieldFromPrice(price, settlementDate));
}
/// <summary>
/// Calculates the yield for settlement at a given settlement date using curves.
/// </summary>
/// <param name="bill"> the bill </param>
/// <param name="provider"> the discounting provider </param>
/// <param name="settlementDate"> the settlement date </param>
/// <returns> the yield </returns>
public virtual double yieldFromCurves(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate)
{
double price = priceFromCurves(bill, provider, settlementDate);
return(bill.yieldFromPrice(price, settlementDate));
}