/// <summary>
/// Evaluates the implied quote.
/// </summary>
/// <returns></returns>
private Decimal EvaluateConvexityAdjustment(Decimal rate)
{
return(FuturesConvexity.FuturesMarginWithArrearsConvexityAdjustment(rate,
(double)AnalyticParameters.YearFraction,
(double)AnalyticParameters.TimeToExpiry,
(double)AnalyticParameters.Volatility));
}
