public double GetCompoundedRate(double t)
{
if (t.IsAlmostZero() || t < 0.0)
{
return(1.0);
}
if (Trait == YieldCurveTrait.ForwardCurve)
{
return(Math.Exp(_curveXInYears.GetIntegral(t)));
}
if (Trait == YieldCurveTrait.DiscountCurve)
{
return(1.0 / _curveXInYears.GetValue(t));
}
return(Compound.CalcCompoundRate(t, GetSpotRate(t)));
}
