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);
}
/// <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));
}
