// return one only curve, initialised after shifting all mktRateSet elements up of 'shift' quantity, once at the same time
    public IMultiRateCurve ParallelShiftFwdCurve(double shift)
    {
        RateSet rs = mktRateSet.ParallelShiftRateSet(shift); // parallel shift

        return(CreateInstance(rs, DCurve));                  // build the correct curve
    }
Ejemplo n.º 2
0
    // return one only curve, initialised after shifting all mktRateSet elements up of 'shift' quantity, once at the same time
    public ISingleRateCurve ParallelShift(double shift)
    {
        RateSet rs = mktRateSet.ParallelShiftRateSet(shift); // parallel shift

        return(CreateInstance(rs));                          // build the correct curve
    }