Ejemplo n.º 1
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 /// <summary>
 /// Gets the survival probability between the anchor date and the date provided.
 /// </summary>
 /// <param name="date">The date up to which the survival probability will be calculated.</param>
 /// <returns></returns>
 public abstract double GetSP(Date date);
Ejemplo n.º 2
0
 public ISurvivalProbabilitySource(ReferenceEntity referenceEntity, Date anchorDate)
 {
     this.referenceEntity = referenceEntity;
     this.anchorDate      = anchorDate;
 }