コード例 #1
0
        //! dirty price given a yield and settlement date
        /*! The default bond settlement is used if no date is given. */
        public double dirtyPrice(double yield, DayCounter dc, Compounding comp, Frequency freq, Date settlement = null)
        {
            double currentNotional = notional(settlement);

            if (currentNotional == 0.0)
            {
                return(0.0);
            }

            return(BondFunctions.cleanPrice(this, yield, dc, comp, freq, settlement) + accruedAmount(settlement));
        }
コード例 #2
0
 //! clean price given a yield and settlement date
 /*! The default bond settlement is used if no date is given. */
 public double cleanPrice(double yield, DayCounter dc, Compounding comp, Frequency freq, Date settlement = null)
 {
     return(BondFunctions.cleanPrice(this, yield, dc, comp, freq, settlement));
 }