BondModel Members
The BondModel type exposes the following members.
Constructors
| Name | Description | |
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BondModel(TermModel, IDebtSecurity) | |
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BondModel(TermModel, IDebtSecurity, DateTime) |
Methods
| Name | Description | |
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Equals(System.Object) | (Inherited from Object.) |
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Finalize | (Inherited from Object.) |
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GetDuration |
Return ValueThe Macaulay duration of Security. |
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GetHashCode | (Inherited from Object.) |
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GetNetPresentValue |
Return ValueThe net present value of Security. |
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GetType | (Inherited from Object.) |
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MemberwiseClone | (Inherited from Object.) |
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ToString | (Inherited from Object.) |
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YieldToMaturity |
Return ValueThe yield to maturity of Security. |
Properties
| Name | Description | |
|---|---|---|
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CalculationDate |
Gets or sets
Field Valuethe calculation date. The default is the current date on Utc. |
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Security |
Gets
Field ValueIDebtSecurity. |
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TermModel |
Gets
Field Valuethe model of risk-free interest rate used to calculate present values. |
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TimeToMaturity |
Gets the time to maturity.
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