public override void CalculatePV() { var settlementToMaturity = Basis.AccruedPeriod(this.Maturity, this.Settlement, 1, this.DayCountBasis); this.PV = this.Principal * (1 - this.Rate * settlementToMaturity); }
public void CalculateFV() { var settlementToMaturity = Basis.AccruedPeriod(this.Maturity, this.Settlement, 1, this.DayCountBasis); this.FV = this.Principal * (1 + this.Rate * settlementToMaturity); }
public void CalculateFV() { var issuedToMaturity = Basis.AccruedPeriod(this.Maturity, this.Issued, 1, this.DayCountBasis); this.FV = this.Principal * (1 + this.Coupon * issuedToMaturity); }