WebCab Bonds for COM v2.01

ForwardRates.Settlement Method 

Evaluates the cash settlement (or equivalently, the present value of the cash flows) of a forward rate agreement at the point when the interest period starts (which is generally when the FRA will be settled in cash).

public double Settlement(
   double principalSum,
   double agreedRate,
   DateTime settlementDate,
   DateTime firstMaturityDate,
   DateTime secondMaturityDate,
   double forwardRate,
   string businessCalendarName
);

Parameters

principalSum
agreedRate
The rate of interest payment (in decimal format, i.e. 1% = 0.01) agreed within the period `firstMaturity' and `secondMaturity'. Note that this interest rate is expressed with respect to the compounding period `(firstMaturity - secondMaturity)'.
settlementDate
The date when the FRA is settled.
firstMaturityDate
The date when the FRA begins.
secondMaturityDate
The date when the FRA ends.
forwardRate
The forward rate for the period between `firstMaturity' and `secondMaturity'. Note that this interest rate is expressed with respect to the compounding period `(firstMaturity - secondMaturity)'.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

See Also

ForwardRates Class | WebCab.COM.Finance.Bonds Namespace