BusinessCalendarTimeConversions.AccruedInterest Method (Double, DateTime, DateTime, DateTime, DateTime[], DateTime, Double[], String)

This method readjusts the market price of a bond according to settlement date and other `yieldToMaturity' specific parameters, by including the value of the accrued interest.

public static double AccruedInterest(
   double marketPrice,
   DateTime previousCouponPaymentDate,
   DateTime evaluationDate,
   DateTime settlementDate,
   DateTime[] couponPaymentDates,
   DateTime maturityDate,
   double[] couponPayments,
   string dayCountConvention
);

BusinessCalendarTimeConversions.AccruedInterest Method (Double, DateTime, DateTime, DateTime, DateTime[], DateTime, Double[], String)

See Also