public void TestYieldCurveSpotYields() { yieldCurveSpot.BootstrapSpotYields(); var expectedValues = new[] { 0d, 0.08d, 0.09045445071809799d, 0.10139519558712839d, 0.11301161161266693d }; for (var i = 0; i < expectedValues.Length; ++i) { Assert.AreEqual(expectedValues[i], yieldCurveSpot.SpotYields[i], Mathematics.Error, "Test calculation of Bootstrapped Spot Yields"); } }
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(); }