irDepositPricer
语法
irDepositPricer(instrument, pricingDate,
discountCurve)
详情
计算存款（Certificate of Deposit, CD）的定价。
返回值：DOUBLE 类型标量。
参数
instrumentINSTRUMENT 类型标量，一个 Deposit 对象，表示需要定价的存款。
pricingDateDATE 类型标量，表示定价日期。
discountCurve MKTDATA 类型标量，一个 IrYieldCurve 对象，表示用于计算折现因子的即期曲线。
例子
deposit = {
"productType": "Cash",
"assetType": "Deposit",
"version": 0,
"start": 2025.05.15,
"maturity": 2025.08.15,
"rate": 0.02,
"dayCountConvention": "Actual360",
"notional":["CNY", 1E6],
"payReceive": "Receive"
}
rate = deposit["rate"]
instrument = parseInstrument(deposit)
print(instrument)
pricingDate = 2025.06.10
curve_dict = {
"mktDataType": "Curve",
"curveType": "IrYieldCurve",
"version": 0,
"referenceDate": pricingDate,
"currency": "CNY",
"dayCountConvention": "Actual365",
"compounding": "Continuous", //连续复利
"interpMethod": "Linear",
"extrapMethod": "Flat",
"frequency": "Annual",
"dates":[2025.07.25, 2030.09.25],
"values":[0.015, 0.015]
}
discountCurve = parseMktData(curve_dict)
irDepositPricer(instrument,2025.06.10,discountCurve)
// output:1002388.613154108868911