public double Pv(IFundingModel model, bool updateState, bool ignoreTodayFlows) { var discountCurve = model.Curves[DiscountCurve]; var pv = LoanDepoSchedule.PV(discountCurve, discountCurve, updateState, true, false, DayCountBasis.ACT360, ignoreTodayFlows ? model.BuildDate.AddDays(1) : model.BuildDate); return(pv); }
public double Pv(IFundingModel model, bool updateState, bool ignoreTodayFlows) => LoanDepoSchedule.PV(model.Curves[DiscountCurve], model.Curves[ForecastCurve], updateState, true, true, FloatRateIndex.DayCountBasis, ignoreTodayFlows ? model.BuildDate.AddDays(1) : model.BuildDate);