Ejemplos de MasterThesis Curve.BumpCurvePoint en C# (CSharp)

Ejemplo n.º 1

        private LinearRateModel BumpDiscCurveAndReturn(int curvePoint, double bump = 0.0001)
        {
            Curve newCurve = DiscCurve.Copy();

            newCurve.BumpCurvePoint(curvePoint, bump);
            return(ReturnModelWithReplacedDiscCurve(newCurve));
        }

Ejemplo n.º 2

        private LinearRateModel BumpFwdCurveAndReturn(CurveTenor fwdCurve, int curvePoint, double bump = 0.0001)
        {
            Curve newCurve = FwdCurveCollection.GetCurve(fwdCurve).Copy();

            newCurve.BumpCurvePoint(curvePoint, bump);
            return(ReturnModelWithReplacedFwdCurve(fwdCurve, newCurve));
        }