/// <summary>
///
/// </summary>
/// <param name="forecastcurve"></param>
/// <param name="parameters"></param>
/// <returns></returns>
protected IRateAssetResults ForecastRiskCalculationHelper(IRateCurve forecastcurve, ISwapAssetParameters parameters)
{
parameters.FloatingLegForecastDiscountFactors = GetDiscountFactors(forecastcurve,
AdjustedPeriodDates.ToArray(),
BaseDate);
//Set the anaytic input parameters and Calculate the respective metrics
//
return(AnalyticsModel.Calculate <IRateAssetResults, RateAssetResults>(parameters, new[] { RateMetrics.NPVChange }));
}
/// <summary>
///
/// </summary>
/// <param name="ratecurve"></param>
/// <param name="parameters"></param>
/// <returns></returns>
protected virtual IRateAssetResults RiskCalculationHelper(IRateCurve ratecurve, ISwapAssetParameters parameters)
{
parameters.DiscountFactors =
GetDiscountFactors(ratecurve,
AdjustedPeriodDates.ToArray(),
BaseDate);
//Set the anaytic input parameters and Calculate the respective metrics
//
return(AnalyticsModel.Calculate <IRateAssetResults, RateAssetResults>(parameters, new[] { RateMetrics.NPV }));
}
