internal override global::QuantLib.YieldTermStructure Build()
{
var baseCurve = new QlYtsHandle(_baseCurve.Build());
var spread = new QlQuoteHandle(new QlQuote(SpreadBps / 10000.0));
return(new global::QuantLib.ZeroSpreadedTermStructure(baseCurve, spread));
}
internal override global::QuantLib.DefaultProbabilityTermStructure Build()
{
var termStructureDayCounter = DayCountBasis.ToQlDayCounter();
var quoteHandle = new QlQuoteHandle(new QlQuote(FlatHazardRate));
return(new FlatHazardRate(TradeDate, quoteHandle, termStructureDayCounter));
}