C# (CSharp) IFRS9_ECL.Core.PDComputation VasicekWorkings Examples

Example #1

File: ScenarioMarginalPd.cs Project: Olabode33/EclComputeEngine

 public ScenarioMarginalPd(ECL_Scenario scenario, Guid eclId, EclType eclType)
 {
     _scenario                = scenario;
     this._eclId              = eclId;
     this._eclType            = eclType;
     _pdInternalModelWorkings = new PdInternalModelWorkings(this._eclId, this._eclType);
     _vasicekWorkings         = new VasicekWorkings(_scenario, this._eclId, this._eclType);
 }

Example #2

File: CreditIndex.cs Project: Olabode33/EclComputeEngine

 public CreditIndex(Guid eclId, EclType eclType)
 {
     this._eclId               = eclId;
     this._eclType             = eclType;
     _vasicekWorkings          = new VasicekWorkings(ECL_Scenario.Best, this._eclId, this._eclType);
     _indexForecastBest        = new IndexForecastWorkings(ECL_Scenario.Best, this._eclId, this._eclType);
     _indexForecastOptimistics = new IndexForecastWorkings(ECL_Scenario.Optimistic, this._eclId, this._eclType);
     _indexForecastDownturn    = new IndexForecastWorkings(ECL_Scenario.Downturn, this._eclId, this._eclType);
 }