Ejemplo n.º 1
0
        // ************************************************************
        // METHODS : EXTRACTING TERM STRUCTURES FOR QLNET USAGE
        // ************************************************************

        #region


        // ***********************************
        // EXTRACTING RISK FREE TERM STRUCTURE
        // ***********************************

        public Handle <YieldTermStructure> riskFree_FwdCrv()
        {
            InterpolatedDiscountCurve <Cubic> crv = new InterpolatedDiscountCurve <Cubic>(DF.Dates(), DF.Points(), dayCounter());

            return(new Handle <YieldTermStructure>(crv));
        }