internal static void TestFR3()
{
//# 案例:
//# 1年利率為2
//# 2年利率為2.5
double r1 = 2;
int t1 = 1;
double r2 = 2.5;
int t2 = 2;
double fr = IRS.FR8Year(r1, t1, r2, t2);
Console.WriteLine($"FR={fr}");
//# 假設本金為100元
//# 存放90天利息為
double P = 100;
double I2 = IRS.InterestByDays365(P, r1, t1);
Console.WriteLine($"1年利息為{Math.Round(I2, 6, MidpointRounding.AwayFromZero)}");
double I3 = IRS.InterestByDays365(P, r2, t2);
Console.WriteLine($"2年利息為{Math.Round(I3, 6, MidpointRounding.AwayFromZero)}");
double IFR = IRS.InterestByDays365(P, fr, t2 - t1);
Console.WriteLine($"遠期利息為{Math.Round(IFR, 6, MidpointRounding.AwayFromZero)}");
Console.WriteLine($"1年利息+遠期利息={Math.Round(I3 + IFR, 6, MidpointRounding.AwayFromZero)}");
}
internal static void TestFR1()
{
//# 案例:
//# 90 天利率為0.65118
//# 180天利率為0.76386
double r90 = 0.65118;
int t90 = 60;
double r180 = 0.76386;
int t180 = 180;
double fr = IRS.FR8Day(r90, t90, r180, t180);
Console.WriteLine($"FR={fr}");
//# 假設本金為100元
//# 存放90天利息為
double P = 100;
double I90 = IRS.InterestByDays365(P, r180, t180);
Console.WriteLine($"90天利息為{Math.Round(I90, 6, MidpointRounding.AwayFromZero)}");
double I60 = IRS.InterestByDays365(P, r90, t90);
Console.WriteLine($"60天利息為{Math.Round(I60, 6, MidpointRounding.AwayFromZero)}");
double IFR = IRS.InterestByDays365(P, fr, t180 - t90);
Console.WriteLine($"遠期利息為{Math.Round(IFR, 6, MidpointRounding.AwayFromZero)}");
Console.WriteLine($"60天利息+遠期利息={Math.Round(I60 + IFR, 6, MidpointRounding.AwayFromZero)}");
}
internal static void TestFR2()
{
//# 案例:
//# 2年利率為0.5
//# 3年利率為0.6
double r2 = 0.5;
int t2 = 2;
double r3 = 0.6;
int t3 = 3;
double fr = IRS.FR8Year(r2, t2, r3, t3);
Console.WriteLine($"FR={fr}");
//# 假設本金為100元
//# 存放90天利息為
double P = 100;
double I2 = IRS.InterestByDays365(P, r2, t2);
Console.WriteLine($"2年利息為{Math.Round(I2, 6, MidpointRounding.AwayFromZero)}");
double I3 = IRS.InterestByDays365(P, r3, t3);
Console.WriteLine($"3年利息為{Math.Round(I3, 6, MidpointRounding.AwayFromZero)}");
double IFR = IRS.InterestByDays365(P, fr, t3 - t2);
Console.WriteLine($"遠期利息為{Math.Round(IFR, 6, MidpointRounding.AwayFromZero)}");
Console.WriteLine($"2年利息+遠期利息={Math.Round(I3 + IFR, 6, MidpointRounding.AwayFromZero)}");
}
static void TestIRS()
{
Console.WriteLine(IRS.Vk(10 / 100, 1));
}
