private Bond MapBond(BondWcf bondWcf)
{
return(new FixRateBond()
{
Maturity = bondWcf.Maturity, IssueDate = bondWcf.IssueDate.Date, Nominal = bondWcf.Nominal, Periodicity = bondWcf.Periodicity, Rate = bondWcf.Rate
});
}
public Dictionary <DateTime, double> ComputeToBondLastDate(BondWcf bondwcf)
{
Dictionary <DateTime, double> prices = new Dictionary <DateTime, double>();
DateTime date = DateTime.Parse("01/01/1993");
var bond = MapBond(bondwcf);
while (date <= bond.GetLastDate())
{
prices.Add(date, pricer.Compute(bond, date));
date = date.AddDays(1);
}
return(prices);
}
public double Compute(BondWcf bondwcf, DateTime pricerDate)
{
var bond = MapBond(bondwcf);
return(pricer.Compute(bond, pricerDate.Date));
}
