Class BondSupport

Collection of bond support functionality.

Inheritance

object

BondSupport

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Support

Assembly: TuringTrader.Simulator.dll

Syntax

public static class BondSupport

Methods

FutureValue(double, double, double)

Calculate future value of present payment.

Declaration

public static double FutureValue(double presentValue, double discountPerPeriod, double numPeriods)

Parameters

Type	Name	Description
double	presentValue	present value
double	discountPerPeriod	discount rate per period
double	numPeriods	of periods until future date

Returns

Type	Description
double

FutureValueContinuouslyCompunded(double, double, double)

Calculate future value of present payment.

Declaration

public static double FutureValueContinuouslyCompunded(double presentValue, double discountPerYear, double numYears)

Parameters

Type	Name	Description
double	presentValue	present value
double	discountPerYear	discount rate per year
double	numYears	of years until future date

Returns

Type	Description
double

PresentValue(double, double, double)

Calculate present value of future payment.

Declaration

public static double PresentValue(double futureValue, double discountPerPeriod, double numPeriods)

Parameters

Type	Name	Description
double	futureValue	future cash flow
double	discountPerPeriod	discount rate per period
double	numPeriods	of periods until payment

Returns

Type	Description
double	present value of future cash flow

PresentValueContinuouslyCompounded(double, double, double)

Calculate present value of future payment.

Declaration

public static double PresentValueContinuouslyCompounded(double futureValue, double discountPerYear, double numYears)

Parameters

Type	Name	Description
double	futureValue	future cash flow
double	discountPerYear	discount rate per year
double	numYears	of years until payment

Returns

Type	Description
double	present value of future cash flow

Price(double, double, double, double)

Calculate bond price.

Declaration

public static double Price(double faceValue, double couponPerPeriod, double yieldPerPeriod, double numPeriods)

Parameters

Type	Name	Description
double	faceValue	bond's face (par) value
double	couponPerPeriod	coupon payment per period
double	yieldPerPeriod	yield per period
double	numPeriods	of periods until maturity

Returns

Type	Description
double	bond price