예제 #1
0
 /// <summary>
 /// IsmaNPV. Calc of bond dirty price. If last coup is regular then set k = 0 and cf = 0.
 /// </summary>
 /// <param name="c1"></param>
 /// <param name="c"></param>
 /// <param name="cf"></param>
 /// <param name="r"></param>
 /// <param name="q"></param>
 /// <param name="n"></param>
 /// <param name="k"></param>
 /// <param name="v"></param>
 /// <returns>v^q * (c1 + c * (v + v^2 + ... + v^n) + (R + cf) * v^(n + k)), where v is the discount factor for a single coupon period</returns>
 public double IsmaNPV(double c1, double c, double cf, double r, double q, short n,
                       double k, double v)
 {
     return(BondAnalytics.IsmaNPV(c1, c, cf, r, q, n,
                                  k, v));
 }