// ************************************************************ // METHODS : EXTRACTING TERM STRUCTURES FOR QLNET USAGE // ************************************************************ #region // *********************************** // EXTRACTING RISK FREE TERM STRUCTURE // *********************************** public Handle <YieldTermStructure> riskFree_FwdCrv() { InterpolatedDiscountCurve <Cubic> crv = new InterpolatedDiscountCurve <Cubic>(DF.Dates(), DF.Points(), dayCounter()); return(new Handle <YieldTermStructure>(crv)); }