public double DebtAccruedInterest(double coupon, DateTime maturityDate, DateTime settlementDate)
{
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
double [] couponArray = new double[1];
couponArray[0] = coupon;
int [] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(TechHackersAnalyst.THIbai1(couponArray, couponArray.Length, maturityDateArray,
maturityDateArray.Length, tHISettlementDate, null, null, null, null, 0, null,
null, null, 0, null, 0, null, null, null, null, null, 0, null));
}
public double Duration(double coupon, DateTime maturityDate, DateTime settlementDate, double yield)
{
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
double [] couponArray = new double[1];
couponArray[0] = coupon;
int [] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(TechHackersAnalyst.THIbdur(couponArray, couponArray.Length, maturityDateArray, maturityDateArray.Length,
tHISettlementDate, yield, null, null, null, null, 0, null, null, null, null, null, null, null, null, null,
0, null, null, 0, null, 0, null, null, null, null));
}
public double YieldFromPrice(double coupon, DateTime maturityDate, DateTime settlementDate, double price)
{
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
double [] couponArray = new double[1];
couponArray[0] = coupon;
int [] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(TechHackersAnalyst.THIbyld(couponArray, couponArray.Length, maturityDateArray,
maturityDateArray.Length, tHISettlementDate, price, null, null, null, null, 0,
null, null, null, null, null, null, null, null, 0, null, null, 0,
null, 0, null, null, null, null));
}
public static decimal YieldFromPrice
(
decimal coupon,
DateTime maturityDate,
DateTime settlementDate,
decimal yield
)
{
double[] couponArray = new double[1];
couponArray[0] = Convert.ToDouble(coupon);
int tHIMaturityDate = TechHackersAnalyst.THIdate(maturityDate.Year, maturityDate.Month, maturityDate.Day, null);
int tHISettlementDate = TechHackersAnalyst.THIdate(settlementDate.Year, settlementDate.Month, settlementDate.Day, null);
int[] maturityDateArray = new int[1];
maturityDateArray[0] = tHIMaturityDate;
return(Convert.ToDecimal(TechHackersAnalyst.THIbpr(couponArray, couponArray.Length,
maturityDateArray, maturityDateArray.Length, tHISettlementDate, Convert.ToDouble(yield), null, null, null, null,
0, null, null, null, null, null, null, null, null, 0, null, null, 0, null, 0, null, null,
null, null)));
}
