public void TestYieldCurveSpotYields()
{
yieldCurveSpot.BootstrapSpotYields();
var expectedValues = new[] { 0d, 0.08d, 0.09045445071809799d, 0.10139519558712839d, 0.11301161161266693d };
for (var i = 0; i < expectedValues.Length; ++i)
{
Assert.AreEqual(expectedValues[i], yieldCurveSpot.SpotYields[i], Mathematics.Error, "Test calculation of Bootstrapped Spot Yields");
}
}
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();
}
