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)
 {
     if (settlement == null)
     {
         settlement = settlementDate();
     }
     return(Utils.dirtyPriceFromYield(notional(settlement), cashflows_, yield, dc, comp, freq, settlement));
 }
コード例 #2
0
 public override double value(double yield)
 {
     return(dirtyPrice_
            - Utils.dirtyPriceFromYield(faceAmount_, cashflows_, yield, dayCounter_, compounding_, frequency_, settlement_));
 }