C# (CSharp) QLNet Coupon.accruedDays примеры использования

accruedDays() публичный Метод

public accruedDays ( Date d ) : int
d	Date
Результат	int

Пример #1

Файл: CashFlows.cs Проект: ykim-otcfin/QLNet

        public static int accruedDays(Leg leg, bool includeSettlementDateFlows, Date settlementDate = null)
        {
            if (settlementDate == null)
            {
                settlementDate = Settings.evaluationDate();
            }

            CashFlow cf = nextCashFlow(leg, includeSettlementDateFlows, settlementDate);

            if (cf == null)
            {
                return(0);
            }
            Date paymentDate = cf.date();

            foreach (CashFlow x in leg.Where(x => x.date() == paymentDate))
            {
                Coupon cp = x as Coupon;
                if (cp != null)
                {
                    return(cp.accruedDays(settlementDate));
                }
            }
            return(0);
        }

Пример #2

        public static int accruedDays(List <CashFlow> leg, bool includeSettlementDateFlows, Date settlementDate = null)
        {
            CashFlow cf = nextCashFlow(leg, includeSettlementDateFlows, settlementDate);

            if (cf == null)
            {
                return(0);
            }
            Date paymentDate = cf.Date;

            foreach (CashFlow x in leg.Where(x => x.Date == paymentDate))
            {
                Coupon cp = x as Coupon;
                if (cp != null)
                {
                    return(cp.accruedDays(settlementDate));
                }
            }
            return(0);
        }