public OasSpreadSolver(CallableBond callableBond, IMarketCondition market, CallableBondEngine <TInterestRateModel> engine) { _callableBond = callableBond; _market = market; _engine = engine; }
private double OasSpread(CallableBond callableBond, IMarketCondition market, CallableBondEngine <TInterestRateModel> engine) { return(BrentZero.Solve(new OasSpreadSolver <TInterestRateModel>(callableBond, market, engine), -1.0, 1.0, 1e-12)); }