C# (CSharp) PayoffPathValues Examples

Example #1

 public CouponPathFlow Copy()
 {
     return(new CouponPathFlow(PayoffPathValues.Copy(), CouponLabel, PaymentCoordinate));
 }

Example #2

        public double FlowValue(double[][] simulatedFixings, double[][] rebasements)
        {
            double flowRebasement = rebasements[PaymentCoordinate.Item1][PaymentCoordinate.Item2];

            return(PayoffPathValues.Value(simulatedFixings) * flowRebasement);
        }