protected List <DateTime> Adjust(List <DateTime> dateList, myRateCurve rateCurve)
{
List <DateTime> res = new List <DateTime>();
foreach (DateTime dt in dateList)
{
res.Add(Adjust(dt, rateCurve));
}
return(res);
}
protected double Compute_Coupons_PV(DateTime valuationDate, myRateCurve rateCurve)
{
double cumSum = 0.0;
foreach (DateTime dt in coupons_Schedule(valuationDate).Keys)
{
_couponDF[dt] = 0.01 * rateCurve.getDiscountFactor(dt);
_couponPV[dt] = _couponDF[dt] * _couponSchedule[dt];
cumSum += _couponPV[dt];
}
return(cumSum);
}
protected double Compute_PV(DateTime valuationDate, Period curvePeriod, myRateCurve rateCurve)
{
_valuationDate = valuationDate;
double cumSum = 0.0;
foreach (DateTime dt in _couponSchedule.Keys)
{
_DF[dt] = 0.01 * rateCurve.getDiscountFactor(dt);
_PV[dt] = _DF[dt] * _couponSchedule[dt];
cumSum += _PV[dt];
}
return(cumSum);
}
// Adjust the dates
protected DateTime Adjust(DateTime dateTime, myRateCurve rateCurve)
{
Date d = rateCurve.CurveCalendar.adjust(dateTime.ToDate(), rateCurve.CurveBusinessDayConvention);
return(d.ToDateTime());
}
// Poretcted
protected void Compute_PV(DateTime valuationDate, myRateCurve rateCurve)
{
Compute_PV(valuationDate, _defaultPeriod, rateCurve);
}
