public static RnRFunction ZcFunction(double duration, double fwdZc, double[] meanReversions, double[,] covariances)
{
var zcRateCoeffs = meanReversions.Map(l => ZcRateCoeff(duration, l));
double cvx = covariances.BilinearProd(zcRateCoeffs, zcRateCoeffs);
return(RnRFunctions.ExpAffine(fwdZc * Math.Exp(-0.5 * cvx), zcRateCoeffs));
}
