public bool TryCalibrate(Date calibrationDate, IMarketDataContainer marketDataContainer)
{
if (!marketDataContainer.Contains(_baseCurveDescription))
{
return(false);
}
var underlyingDiscountCurve = marketDataContainer.Get(_baseCurveDescription);
_curve = new ForecastCurveFromDiscount(underlyingDiscountCurve, _index, null);
return(true);
}
public void SetMarketData(IMarketDataContainer marketData)
{
_forecastCurve = marketData.Get(new FloatingRateSourceDescription(_index));
_discountCurve = marketData.Get(_discountCurveDescription);
}
public void SetMarketData(IMarketDataContainer marketData)
{
_leg1Curve = marketData.Get(new FloatingRateSourceDescription(_leg1Index));
_leg2Curve = marketData.Get(new FloatingRateSourceDescription(_leg2Index));
_discountCurve = marketData.Get(_discountCurveDescription);
}
public void SetMarketData(IMarketDataContainer marketData)
{
_curve = marketData.Get(_floatingRateSourceDescription);
}
public void SetMarketData(IMarketDataContainer marketData)
{
_curve = marketData.Get(_discountCurve);
}