static void Main(string[] args) { var deal = new Deal("Example Deal"); var scenario = new Scenario( vpr: new [] { 0.0 }, cdr: new [] { 0.12682503013, 0 }, sev: new [] { 0.5 }, lag: new [] { 6 }, dq: new [] { 0.0 }, prinAdv: new [] { 1.0 }, intAdv: new [] { 1.0 } ); Loan loan = new Loan( loanId: "Example Loan", originalBalance: 1_000_000.0, currentBalance: 1_000_000.0, firstPaymentDate: new DateTime(2019, 1, 1), factorDate: new DateTime(2019, 1, 1), originalLoanTerm: 120, originalAmortTerm: 120, originalIOTerm: 0, grossCoupon: 0.06, feeStrip: 0.0, accrualBasis: AccrualBasis.THIRTY_360, originalPrepaymentString: "O(120)" ); deal.AddLoanToDeal(loan); CashFlowEngine engine = new CashFlowEngine(); CashFlows cashflows = engine.RunCashFlows(deal, scenario); cashflows.PrettyPrint(); }
static void Main(string[] args) { Scenario scenario = new Scenario(0.05, 0.01, 0.25, 0, 0.0, 100.0, 100.0); CashFlowEngine engine = new CashFlowEngine(); Loan loan = new Loan(); // TODO: Update all interfaces to accept parameters CashFlows cashflows = engine.RunCashFlows(loan, scenario); scenario.PrettyPrint(); cashflows.PrettyPrint(); }