public Either <Error, CurvePoint> GetPoint(IEnumerable <PublishedPricing> pricings, Date asOfDate)
{
var minDate = asOfDate.Ultimum(DateLag);
var match = pricings
.Where(x => x.InstrumentId == InstrumentId && x.AsOfDate >= minDate && x.AsOfDate <= asOfDate)
.OrderByDescending(x => x.AsOfDate)
.FirstOrDefault();
if (match is null)
{
return(new Error("Not found"));
}
return(new CurvePoint(Tenor.GetMaturity(), match.Price));
}
