functions to calculate Price Excel

  • Status Closed
  • Budget N/A

Project Description

code the Excel Price function in C# where the date calculations will be stored in a separate class

e.g.

double Price ( ..... arguments, out MyDates dates );

where MyDates is declared as

class MyDates

{

DateTime Maturity, CouponPrev, CouponNext ;

int DaysInterestAccrued, DaysInPeriod ;

}

If you have a good fast implementation of Yield(), we'd like that as well

Any other questions, pls ask

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