code the Excel PRICE function in C#
The date calculations need to be stored in a class as follows
e.g. the declaration will be
double Price ( <<..... arguments>>, out MyDates dates );
where MyDates is declared as
class MyDates
{
DateTime Maturity, CouponPrev, CouponNext ;
int DaysInterestAccrued, DaysInPeriod ;
}
We're also interested in a High Performance implementation of the Excel Function YIELD
Any other questions, pls ask