public static double CalcZSpread(Bond bond_, DateTime settleDate_, IRCurveImpl forecastCurve_, double px_)
{
var crv = forecastCurve_.GetValues();
return CalcZSpread(bond_, settleDate_, crv, px_);
}
private void handleDiscCurveUpdate(IRCurveImpl curve_)
{
calcMMS();
}
public static double CalcMMS(Bond bond_, SwapCurve swapCurve_, DateTime settleDate_, IRCurveImpl forecastCurve_, IRCurveImpl discountCurve_)
{
return CalcMMS(bond_, swapCurve_, settleDate_, forecastCurve_.GetValues(), discountCurve_.GetValues());
}
private void handleFcstCurveUpdate(IRCurveImpl curve_)
{
calcMMS();
calcZSpread();
}
