public void CalculateYTM13() { var ytm = BondAnalytics.CalculateBondYTM(DateTime.Parse("15/06/11"), DateTime.Parse("15/12/08"), .0575, 2, 100, 107.36); Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm)); }
public void CalculateYTM() { var ytm = BondAnalytics.CalculateBondYTM(DateTime.Today.AddMonths(9), DateTime.Today.AddMonths(-3), 0.06, 2, 100, 104); Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm)); }
public void CalculateYTM1() { var ytm = BondAnalytics.CalculateBondYTM(DateTime.Parse("15/05/13"), DateTime.Parse("15/11/08"), .065, 2, 100, 113.27); Debug.WriteLine(String.Format("ytm : {0}", 100 * ytm)); }
///<summary> /// Calculated the bond yield to maturity. ///</summary> ///<param name="maturityDate">redemption date</param> ///<param name="lastCouponDate">last coupon date</param> ///<param name="couponRate">coupon rate</param> ///<param name="couponFrequency">coupons per year,1 for annual, 2 for semi, 4 for quarterly</param> ///<param name="faceValue">The bond face value.</param> ///<param name="dirtyPrice">dirty price</param> ///<returns>The yield to maturity.</returns> public double CalculateBondYTM(DateTime maturityDate, DateTime lastCouponDate, double couponRate, int couponFrequency, double faceValue, double dirtyPrice) { return(BondAnalytics.CalculateBondYTM(maturityDate, lastCouponDate, couponRate, couponFrequency, faceValue, dirtyPrice)); }