/// <summary>
/// Calculate price of the bond
/// </summary>
/// <returns></returns>
public double GetCurrentPrice()
{
Lists lists = new Lists();
CashFlow getCashFlow = new CashFlow();
ZeroRate z = new ZeroRate();
var asof = (DateTime)AsOfDate.SelectedDate;
var principal = Double.Parse(Principal.Text);
var interestRate = Double.Parse(InterestRate.Text);
var startDate = (DateTime)StartPick.SelectedDate;
var endDate = (DateTime)EndPick.SelectedDate;
_interestList = lists.GetInterestList(NameInterest.Text, Ccy.Text, asof); // get list from interestTable
_scheduleList = lists.GetScheduleList(Name.Text); // get list from schedule table
Double FinalSum = 0;
Double sum = getCashFlow.GetDiscoutendCashFlow(startDate, _scheduleList[0].Item2, principal, interestRate);
if (_scheduleList.Count > 0)
{
for (Int32 i = 0; i < _scheduleList.Count; i++)
{
var zeroRate = (Double)z.LinearInterpolation(asof, _scheduleList[i].Item2, _interestList); // get interest rate at payday
if (i == 0)
{
FinalSum = FinalSum + getCashFlow.GetCurrentCashFlow(asof, _scheduleList[0].Item2, sum, 1.6);
}
if (_scheduleList.Count > 1 && _scheduleList[i] != _scheduleList[_scheduleList.Count - 1])
// if there is only one item in schedule
// and we are not at the last pair
{
sum = getCashFlow.GetDiscoutendCashFlow(_scheduleList[i].Item2, _scheduleList[i + 1].Item2, principal, interestRate);
FinalSum = FinalSum + getCashFlow.GetCurrentCashFlow(asof, _scheduleList[i].Item2, sum, zeroRate);
}
if (_scheduleList[i] == _scheduleList[_scheduleList.Count - 1] || _scheduleList.Count == 1) // if we are at the last pair
{
var zeroRateFinal = (Double)z.LinearInterpolation(asof, endDate, _interestList);
// if(zeroRateFinal == 0)
// {
// MessageBox.Show("Not enough data in interestList");
// }
sum = principal;
FinalSum = FinalSum + getCashFlow.GetCurrentCashFlow(asof, endDate, sum, 1.8);
}
}
}
return((FinalSum / principal) * 100);
}