private double get_amorlinc(double fCost, DateTime nDate, DateTime nFirstPer, double fRestVal, int nPer, double fRate, int nBase)
{
double num = fCost * fRate;
double num2 = fCost - fRestVal;
object obj2 = new CalcYearFracFunction().Evaluate(new object[] { nDate, nFirstPer, (int)nBase });
if (!(obj2 is CalcError))
{
double num3 = (double)((double)obj2);
double num4 = (num3 * fRate) * fCost;
double num5 = ((fCost - fRestVal) - num4) / num;
int num6 = Convert.ToInt32((double)(((fCost - fRestVal) - num4) / num));
if (nPer == 0)
{
return(num4);
}
if (nPer <= num6)
{
return(num * ((num5 < 1.0) ? num5 : 1.0));
}
if (nPer == (num6 + 1))
{
return((num2 - (num * num6)) - num4);
}
}
return(0.0);
}
private double get_yieldmat(DateTime nSettle, DateTime nMat, DateTime nIssue, double fRate, double fPrice, int nBase)
{
CalcYearFracFunction function = new CalcYearFracFunction();
double num = function.Yearfrac(nIssue, nMat, nBase);
double num2 = function.Yearfrac(nIssue, nSettle, nBase);
double num3 = function.Yearfrac(nSettle, nMat, nBase);
double num4 = 1.0 + (num * fRate);
num4 /= (fPrice / 100.0) + (num2 * fRate);
num4--;
return(num4 / num3);
}
private double get_amordegrc(double fCost, DateTime nDate, DateTime nFirstPer, double fRestVal, int nPer, double fRate, int nBase)
{
double num2;
double num5 = 1.0 / fRate;
if (num5 < 3.0)
{
num2 = 1.0;
}
else if (num5 < 5.0)
{
num2 = 1.5;
}
else if (num5 <= 6.0)
{
num2 = 2.0;
}
else
{
num2 = 2.5;
}
fRate *= num2;
object obj2 = new CalcYearFracFunction().Evaluate(new object[] { nDate, nFirstPer, (int)nBase });
if (obj2 is CalcError)
{
return(0.0);
}
double num6 = (double)((double)obj2);
double num3 = Math.Floor((double)(((num6 * fRate) * fCost) + 0.5));
fCost -= num3;
double num4 = fCost - fRestVal;
for (int i = 0; i < nPer; i++)
{
num3 = Math.Floor((double)((fRate * fCost) + 0.5));
num4 -= num3;
if (num4 < 0.0)
{
switch ((nPer - i))
{
case 0:
case 1:
return(Math.Floor((double)((fCost * 0.5) + 0.5)));
}
return(0.0);
}
fCost -= num3;
}
return(num3);
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> annual yield for a discounted security.
/// </summary>
/// <param name="args"><para>
/// The args contains 4 - 5 items: settlement, maturity, pr, redemption, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date.
/// The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Pr is the security's price per $100 face value.
/// </para>
/// <para>
/// Redemption is the security's redemption value per $100 face value.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
double num = CalcConvert.ToDouble(args[2]);
double num2 = CalcConvert.ToDouble(args[3]);
int basis = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToInt(args[4]) : 0;
CalcYearFracFunction function = new CalcYearFracFunction();
if ((basis < 0) || (basis > 4))
{
return(CalcErrors.Number);
}
if (((num2 <= 0.0) || (num <= 0.0)) || (DateTime.Compare(time, time2) >= 0))
{
return(CalcErrors.Number);
}
double num4 = (num2 / num) - 1.0;
double num5 = function.Yearfrac(time, time2, basis);
return((double)(num4 / num5));
}
