public AssetForwardCurve(double spot, DividendQuote[] dividends, DiscountCurve assetFinancingCurve, ITimeMeasure time) { Contract.Requires(EnumerableUtils.IsSorted(dividends.Select(div => div.Date))); this.time = time; Spot = spot; divCurveUtils = new AffineDivCurveUtils(dividends, assetFinancingCurve, time); }
public DivAdjustedMoneyness(double spot, AffineDivCurveUtils affineDivCurveUtils) { this.spot = spot; this.affineDivCurveUtils = affineDivCurveUtils; }