private static void Startup()
{
_config = new ConfigurationBuilder()
.AddJsonFile("appsettings.json", optional: true, reloadOnChange: true)
.AddEnvironmentVariables()
.Build();
_fileForward = new ForwardEngine(_config["baseUrl"]);
_printer = new Printer();
}
static void SendFromFile()
{
Console.WriteLine("Sending from file...");
var fileForward = new ForwardEngine("https://jsonplaceholder.typicode.com");
var response = fileForward.PostBytes("/photos", "./Assets/raccoon_image.png");
var result = response.Result; //I know there's better ways to handle this.
Console.WriteLine($"Result: {result.StatusCode} - {result.ReasonPhrase}");
}
static void SendByteArray()
{
Console.WriteLine("Sending byte array...");
var fileForward = new ForwardEngine("https://jsonplaceholder.typicode.com");
var fileContent = new byte[200];
var response = fileForward.PostBytes("/photos", fileContent);
var result = response.Result; //I know there's better ways to handle this.
Console.WriteLine($"Result: {result.StatusCode} - {result.ReasonPhrase}");
}
public void BondForwardTest()
{
var bond = new Bond(
"010000",
new Date(2013, 2, 25),
new Date(2015, 2, 25),
100,
CurrencyCode.CNY,
new FixedCoupon(0.0375),
CalendarImpl.Get("chn_ib"),
Frequency.SemiAnnual,
Stub.LongEnd,
new ActActIsma(),
new Act365(),
BusinessDayConvention.None,
BusinessDayConvention.None,
null,
TradingMarket.ChinaInterBank
);
var bondForward = new Forward <Bond>(
new Date(2013, 5, 28),
new Date(2013, 8, 28),
100.0,
98.57947065,
bond,
CurrencyCode.CNY
);
var referenceDate = new Date(2013, 8, 23);
var yieldCurve = new YieldCurve(
"中债国债收收益率曲线",
referenceDate,
new[]
{
Tuple.Create((ITerm) new Term("1D"), 0.035),
Tuple.Create((ITerm) new Term("1Y"), 0.035)
},
BusinessDayConvention.ModifiedFollowing,
new Act365(),
CalendarImpl.Get("chn_ib"),
CurrencyCode.CNY,
Compound.Simple,
Interpolation.CubicHermiteMonotic,
YieldCurveTrait.SpotCurve
);
var market = new MarketCondition
(
x => x.ValuationDate.Value = referenceDate,
x => x.MktQuote.Value = new Dictionary <string, Tuple <PriceQuoteType, double> > {
{ "010000", Tuple.Create(PriceQuoteType.Dirty, 99.71798177) }
},
x => x.DiscountCurve.Value = yieldCurve,
x => x.FixingCurve.Value = yieldCurve,
x => x.RiskfreeCurve.Value = yieldCurve,
x => x.UnderlyingDiscountCurve.Value = yieldCurve,
x => x.HistoricalIndexRates.Value = new Dictionary <IndexType, SortedDictionary <Date, double> >()
);
var bondengine = new BondEngine();
var zeroSpread = bondengine.Calculate(bond, market, PricingRequest.ZeroSpread).ZeroSpread;
var engine = new ForwardEngine <Bond>();
var result = engine.Calculate(bondForward, market, PricingRequest.Pv);
Assert.AreEqual(-0.68888788, result.Pv, 1e-8);
}
