/// <summary> /// The dates at which the provided index is required to calculate cashflows. This will be called /// repeatedly so if possible precalculate in <see cref="SetValueDate(Date)"/>. /// </summary> /// <param name="index"></param> /// <returns></returns> public abstract List <Date> GetRequiredIndexDates(MarketObservable index);
/// <summary> /// Precursor to calling <see cref="GetCFs"/>. Done in a separate step in case the indices come from /// multiple sources. /// </summary> /// <param name="index"></param> /// <param name="indexValues"></param> public abstract void SetIndexValues(MarketObservable index, double[] indexValues);
