///<summary>
/// Converts a discount factor to a compounding zero rate.
///</summary>
///<param name="yearFraction">The year Fraction.</param>
///<param name="discountFactor">The discount factor.</param>
///<param name="frequency">The compounding frequency. Can take: Continuous, Daily, Quarterly,
/// Semi-Annual,SemiAnnual,Semi and Annual</param>
///<returns>The compounded zero rate requested.</returns>
public static double DiscountFactorToZeroRate(double discountFactor, double yearFraction, string frequency)
{
var compounding = EnumParse.ToCompoundingFrequencyEnum(frequency);
double result = DiscountFactorToZeroRate(discountFactor, yearFraction, compounding);
return(result);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public CompoundingFrequencyEnum ToEnum()
{
return(EnumParse.ToCompoundingFrequencyEnum(Value));
}
/// <summary>
/// Anns the yield.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="targetDate">The target date.</param>
/// <param name="divCurve">The div curve.</param>
/// <param name="ratetimes">The rate times.</param>
/// <param name="rateamts">The rate amounts.</param>
/// <param name="im">the im?</param>
/// <param name="cf">The cf?</param>
/// <returns></returns>
public static double GetPVDivs(DateTime baseDate, DateTime targetDate, DiscreteCurve divCurve, double[] ratetimes, double[] rateamts, string im, string cf)
{
return(GetPVDivs(baseDate, targetDate, divCurve, ratetimes, rateamts, im,
EnumParse.ToCompoundingFrequencyEnum(cf)));
}
/// <summary>
/// Converts from the zero rate to a terminal wealth.
/// </summary>
/// <param name="rate"></param>
/// <param name="yearFraction"></param>
/// <param name="compoundingFrequency"></param>
/// <returns></returns>
public static decimal TerminalWealthFromZeroRate(decimal rate, decimal yearFraction,
string compoundingFrequency)
{
return(TerminalWealthFromZeroRate(rate, yearFraction,
EnumParse.ToCompoundingFrequencyEnum(compoundingFrequency)));
}
///<summary>
///</summary>
///<param name="zeroRate"></param>
///<param name="yearFraction"></param>
///<param name="compoundingFrequency"></param>
///<returns></returns>
///<exception cref="NotImplementedException"></exception>
public static double ZeroRateToDiscountFactor(double zeroRate, double yearFraction, string compoundingFrequency)
{
return(ZeroRateToDiscountFactor(zeroRate, yearFraction, EnumParse.ToCompoundingFrequencyEnum(compoundingFrequency)));
}