public double PriceFromYield(double coupon, DateTime maturityDate, DateTime settlementDate, double yield)
{
double[] couponArray = new double[1];
couponArray[0] = coupon;
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
int[] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(TechHackersAnalyst.THIbpr(couponArray, couponArray.Length,
maturityDateArray, maturityDateArray.Length, tHISettlementDate, yield, null, null, null, null,
0, null, null, null, null, null, null, null, null, 0, null, null, 0, null, 0, null, null,
null, null));
}
public static decimal YieldFromPrice
(
decimal coupon,
DateTime maturityDate,
DateTime settlementDate,
decimal yield
)
{
double[] couponArray = new double[1];
couponArray[0] = Convert.ToDouble(coupon);
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
int[] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(Convert.ToDecimal(TechHackersAnalyst.THIbpr(couponArray, couponArray.Length,
maturityDateArray, maturityDateArray.Length, tHISettlementDate, Convert.ToDouble(yield), null, null, null, null,
0, null, null, null, null, null, null, null, null, 0, null, null, 0, null, 0, null, null,
null, null)));
}