public static double[,] PCACurveSimulatorGetRates([ExcelArgument(Description = "The simulator.")]
PCACurveSimulator simulator,
[ExcelArgument(Description = "A list of increasing dates.")]
Date[] simulationDates,
[ExcelArgument(Description =
"The tenors at which the rates are required. These do not need to be the same as used to do the PCA.")]
Tenor[] requiredTenors)
{
return(simulator.GetSimulatedRates(simulationDates, requiredTenors));
}
public static object[,] _PCACurveSimulatorGetRates(object[,] simulator,
object[,] simulationDates,
object[,] requiredTenors)
{
try
{
PCACurveSimulator _simulator = XU.GetObject0D <PCACurveSimulator>(simulator, "simulator");
Date[] _simulationDates = XU.GetDate1D(simulationDates, "simulationDates");
Tenor[] _requiredTenors = XU.GetTenor1D(requiredTenors, "requiredTenors");
Double[,] _result = XLCurves.PCACurveSimulatorGetRates(_simulator, _simulationDates, _requiredTenors);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error2D(e));
}
}
