static void Main() { var cashflowPricer = new CashflowPricer(); cashflowPricer.Calculate(); Console.WriteLine(cashflowPricer); var bondPricer = new BondPricer(); bondPricer.Calculate(); Console.WriteLine(bondPricer); var yieldCurve = new YieldCurve(); yieldCurve.BootstrapSpotYields(); Console.WriteLine(yieldCurve); var depositCertificate = new CertificateDeposit(); depositCertificate.Calculate(); Console.WriteLine(depositCertificate); var discountPaper = new DiscountPaper(); discountPaper.Calculate(); Console.WriteLine(discountPaper); var fixedDeposit = new FixedDeposit(); fixedDeposit.Calculate(); Console.WriteLine(fixedDeposit); var fxQuote = new FXQuote(); Console.WriteLine(fxQuote); Console.ReadKey(); }
public CashflowPricerTest() { cashflowPricerRate = new CashflowPricer(years: 3, period: 1, coupon: 0.4021148036253774d, principal: 100, pv: 100d); cashflowPricerPV = new CashflowPricer(years: 3, period: 1, coupon: 0.4021148036253774d, rate: 0.1d, principal: 100); }