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

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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
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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
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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
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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
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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