SS.FinancialMathematics 1.3.0

export function addCalendarDays(FinanceDate date, int days)->FinanceDate

export function addMoney(Money left, Money right)->Money

export function adjustBusinessDay(FinanceDate date, BusinessCalendar calendar, string convention)->FinanceDate

export record AmortizationSchedule(public double[] payments, public double[] interest, public double[] scheduledPrincipal, public double[] prepayments, public double[] balances, public double totalInterest, public int paidPeriods, public bool paidOff)

export function amortize(double principal, double periodicRate, int count, double[] extraPrincipal)->AmortizationSchedule

export function annuityFutureValue(double payment, double periodicRate, int count, bool due)->double

export function annuityPresentValue(double payment, double periodicRate, int count, bool due)->double

export function bond(double face, double couponRate, double yieldRate, int periodsToMaturity)->BondMetrics

export function bondCashFlows(double face, double couponRate, int periodsToMaturity)->double[]

export record BondMetrics(public double price, public double macaulayDuration, public double modifiedDuration)

export function bondYield(double face, double couponRate, double price, int periodsToMaturity, double lower, double upper, double tolerance, int maximumIterations)->IrrResult

export function businessCalendar(string name, FinanceDate[] holidays)->BusinessCalendar

export record BusinessCalendar(public string name, public FinanceDate[] holidays)

export function compoundFutureValue(double principal, double annualRate, int compoundsPerYear, double years)->double

export function convertMoney(Money source, string targetCurrency, long rateNumerator, long rateDenominator, int targetMinorUnitDigits, string rounding)->Money

export function curvePresentValue(FinanceDate valuation, DatedCashFlow[] cashFlows, FinanceDate[] curveDates, double[] zeroRates, string convention)->CurvePresentValue

export record CurvePresentValue(public double presentValue, public double[] discountedCashFlows, public string interpolation, public string dayCount)

export record DatedCashFlow(public FinanceDate date, public double amount)

export function datedInternalRateOfReturn(DatedCashFlow[] cashFlows, double lower, double upper, string convention, double tolerance, int maximumIterations, int scanSteps)->DatedIrrResult

export record DatedIrrResult(public double rate, public double residual, public int iterations, public int rootsFound, public bool converged, public string dayCount)

export function datedNetPresentValue(DatedCashFlow[] cashFlows, double rate, string convention)->double

export function effectiveAnnualRate(double nominalRate, int compoundsPerYear, string calendarConvention)->double

export function financeDate(int year, int month, int day)->FinanceDate

export record FinanceDate(public int year, public int month, public int day)

export function futureValue(double principal, double rate, int count)->double

export function internalRateOfReturn(double[] cashFlows, double lower, double upper, double tolerance, int maximumIterations)->IrrResult

export record IrrResult(public double rate, public double residual, public int iterations, public bool converged)

export function irrRootSet(double[] cashFlows, double lower, double upper, double tolerance, int maximumIterations, int scanSteps)->IrrRootSet

export record IrrRootSet(public double[] rates, public double[] residuals, public string classification, public bool converged)

export function isBusinessDay(FinanceDate date, BusinessCalendar calendar)->bool

export function levelPayment(double principal, double rate, int count)->double

export function money(string currency, long minorUnits, int minorUnitDigits)->Money

export record Money(public string currency, public long minorUnits, public int minorUnitDigits)

export function moneyFromMajor(string currency, decimal amount, int minorUnitDigits)->Money

export function moneyToMajor(Money value)->decimal

export function mortgageSchedule(double principal, double nominalAnnualRate, int paymentsPerYear, int paymentCount, double[] prepayments)->AmortizationSchedule

export function netPresentValue(double[] cashFlows, double rate)->double

export function presentValue(double future, double rate, int count)->double

export function remainingBalance(double principal, double rate, int totalPeriods, int paymentsMade)->double

export function roundMoney(string currency, long amountNumerator, long amountDenominator, int minorUnitDigits, string policy)->Money

export function simpleFutureValue(double principal, double annualRate, double years)->double

export function simpleInterest(double principal, double annualRate, double years)->double

export function yearFraction(FinanceDate start, FinanceDate finish, string convention)->double