public ScenarioMarginalPd(ECL_Scenario scenario, Guid eclId, EclType eclType) { _scenario = scenario; this._eclId = eclId; this._eclType = eclType; _pdInternalModelWorkings = new PdInternalModelWorkings(this._eclId, this._eclType); _vasicekWorkings = new VasicekWorkings(_scenario, this._eclId, this._eclType); }
public CreditIndex(Guid eclId, EclType eclType) { this._eclId = eclId; this._eclType = eclType; _vasicekWorkings = new VasicekWorkings(ECL_Scenario.Best, this._eclId, this._eclType); _indexForecastBest = new IndexForecastWorkings(ECL_Scenario.Best, this._eclId, this._eclType); _indexForecastOptimistics = new IndexForecastWorkings(ECL_Scenario.Optimistic, this._eclId, this._eclType); _indexForecastDownturn = new IndexForecastWorkings(ECL_Scenario.Downturn, this._eclId, this._eclType); }