예제 #1
0
        public MainWindow()
        {
            InitializeComponent();
            TestMbsCpr();
            //TestComputeAmericanPutByBinomialPricer();
            //Test();

            var mortgage = new Mortgage(360, 4200000, 0.0215, 0, 1);
            var mbs      = new MortgageBackedSecurity(mortgage);

            MbsPricer.ComputeMortgage(mortgage);
        }
예제 #2
0
 public static void ComputeInterestOnlyMbs(MortgageBackedSecurity mbs)
 {
     ComputeMortgage((Mortgage)mbs.Underlying);
     //
 }