Exemplos de Hyflame.ZeroCurve.RateAx.終值_遠期利率e em C# (CSharp)

Exemplo n.º 1

        internal static void Test遠期利率()
        {
            double r1 = 0.6916437211111013;
            double t1 = 2375;
            double n  = 90;

            double r2 = 1.0334337150205943;
            double t2 = t1 + n;
            double rf = RateAx.遠期利率e(r1, t1 / 365d, r2, t2 / 365d);

            Console.WriteLine(rf);
            double FV = RateAx.終值_遠期利率e(r1, t1 / 365d, rf, (t2 - t1) / 365d);

            Console.WriteLine(FV);
            double FV2 = RateAx.終值_D_零息利率(1, r2, t2);

            Console.WriteLine(FV2);
        }