public void TestInitialize()
{
FixBond = new FixRateBond();
FixBond.Periodicity = 6;
FixBond.Maturity = 4;
FixBond.IssueDate = DateTime.Parse("20/05/1996");
FixBond.Rate = 0.06;
FixBond.Nominal = 100;
}
private Bond MapClientFixBondWithLibraryFixBond(BondClient clientBond)
{
// A revoir !!!
var bond = new FixRateBond();
bond.Maturity = clientBond.Maturity;
bond.Periodicity = clientBond.Periodicity;
bond.IssueDate = clientBond.IssueDate;
bond.Rate = clientBond.Rate;
bond.Nominal = clientBond.Nominal;
// A revoir !!!
clientBond.Coupon = bond.Coupon;
return(bond);
}
static void Main(string[] args)
{
var pricer = new Pricer();
Bond bond = new FixRateBond();
bond.Maturity = 4;
bond.Periodicity = 6;
bond.IssueDate = DateTime.Parse("26/02/1993");
bond.Rate = 0.08;
bond.Nominal = 100;
var pricerDate = DateTime.Parse("01/01/1993");
while (pricerDate != bond.IssueDate.AddYears(bond.Maturity).AddDays(2))
{
var bondPrice = pricer.Compute(bond, pricerDate); //20/09/1993
Console.WriteLine("Pricer Date {0} => Price : {1}", pricerDate, bondPrice);
pricerDate = pricerDate.AddDays(1);
}
Console.ReadLine();
}
