public YieldCurveTest()
{
yieldCurveSpot = new YieldCurve {
ParYields = new[] { 0d, 0.08d, 0.09d, 0.1d, 0.11d }
};
yieldCurvePar = new YieldCurve
{
SpotYields = new[] { 0d, 0.08d, 0.09045445071809799d, 0.10139519558712839d, 0.11301161161266693d }
};
}
static void Main()
{
var cashflowPricer = new CashflowPricer();
cashflowPricer.Calculate();
Console.WriteLine(cashflowPricer);
var bondPricer = new BondPricer();
bondPricer.Calculate();
Console.WriteLine(bondPricer);
var yieldCurve = new YieldCurve();
yieldCurve.BootstrapSpotYields();
Console.WriteLine(yieldCurve);
var depositCertificate = new CertificateDeposit();
depositCertificate.Calculate();
Console.WriteLine(depositCertificate);
var discountPaper = new DiscountPaper();
discountPaper.Calculate();
Console.WriteLine(discountPaper);
var fixedDeposit = new FixedDeposit();
fixedDeposit.Calculate();
Console.WriteLine(fixedDeposit);
var fxQuote = new FXQuote();
Console.WriteLine(fxQuote);
Console.ReadKey();
}
