예제 #1
0
        public static Tuple <double, double, double, double> Do_CDR_Prices(string trancheID, DateTime AsOfDate, double ReqDM)
        {
            CashflowManager cm = new CashflowManager();

            cm.LoadDeal(trancheID, AsOfDate);

            Tuple <double, double> CDR_Tuples   = cm.GetSpecialCDRs(trancheID, AsOfDate, false);
            Tuple <double, double> Price_Tuples = cm.GetPrices(trancheID, AsOfDate, ReqDM, false);

            return(new Tuple <double, double, double, double>(CDR_Tuples.Item1, CDR_Tuples.Item2, Price_Tuples.Item1, Price_Tuples.Item2));
        }
예제 #2
0
        public static Tuple <double, double> BreakPIKCDR(string TrancheID, DateTime AsOfDate)
        {
            CashflowManager cm = new CashflowManager();

            return(cm.GetSpecialCDRs(TrancheID, AsOfDate));
        }