Ejemplo n.º 1
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        /// <summary>
        /// Gets the value.
        /// </summary>
        /// <param name="targetDate">The target date.</param>
        /// <returns></returns>
        public Double GetValue(DateTime targetDate)
        {
            IPoint point = new DateTimePoint1D(GetBaseDate(), targetDate);

            return((double)GetValue(point).Value);
        }
Ejemplo n.º 2
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        /// <summary>
        ///
        /// </summary>
        /// <param name="baseDate"></param>
        /// <param name="date"></param>
        /// <returns></returns>
        public double GetForward(DateTime baseDate, DateTime date)
        {
            IPoint point = new DateTimePoint1D(baseDate, date);

            return(Value(point));
        }
Ejemplo n.º 3
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        /// <summary>
        /// GetDiscountFactor
        /// </summary>
        /// <param name="baseDate"></param>
        /// <param name="targetDate"></param>
        /// <returns></returns>
        public double GetDiscountFactor(DateTime baseDate, DateTime targetDate)
        {
            IPoint point = new DateTimePoint1D(baseDate, targetDate);

            return(Value(point));
        }
Ejemplo n.º 4
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        /// <summary>
        ///
        /// </summary>
        /// <param name="date"></param>
        /// <returns></returns>
        public double GetDiscountFactor(DateTime date)
        {
            IPoint point = new DateTimePoint1D(GetBaseDate(), date);

            return(Value(point));
        }
Ejemplo n.º 5
0
        /// <summary>
        /// Gets the discount factor.
        /// </summary>
        /// <param name="baseDate">The base date.</param>
        /// <param name="targetDate">The target date.</param>
        /// <returns></returns>
        public double GetIndexValue(DateTime baseDate, DateTime targetDate)
        {
            IPoint point = new DateTimePoint1D(baseDate, targetDate);

            return(Value(point));
        }