Example: Discount Rate for a Security

using System;
using Imsl.Finance;

public class discEx1
{
    public static void  Main(String[] args)
    {
        DateTime settlement = DateTime.Parse("2/15/92");
        DateTime maturity = DateTime.Parse("6/10/92");
        double price = 97.975;
        double redemption = 100.0;
        DayCountBasis dcb = DayCountBasis.BasisActual365;
        double disc = Bond.Disc(settlement, maturity, price, 
                                redemption, dcb);
        Console.Out.WriteLine("The discount rate for the security is "
                               + disc);
    }
}

Output

The discount rate for the security is 0.0637176724137933