public double MonthlyYield() { Brent solver = new Brent(); solver.setMaxEvaluations(100); List <CashFlow> cf = expectedCashflows(); MonthlyYieldFinder objective = new MonthlyYieldFinder(notional(settlementDate()), cf, settlementDate()); return(solver.solve(objective, 1.0e-10, 0.02, 0.0, 1.0) / 100); }
public double MonthlyYield() { Brent solver = new Brent(); solver.setMaxEvaluations(100); List<CashFlow> cf = expectedCashflows(); MonthlyYieldFinder objective = new MonthlyYieldFinder(notional(settlementDate()), cf, settlementDate()); return solver.solve(objective, 1.0e-10, 0.02, 0.0, 1.0) /100 ; }