public static void FwdCurveCollection_MakeFromCalibrationProblemAndExistingCurves(string baseName, string calibrationProblem, string fwdCurveCollectionHandle)
{
FwdCurveConstructor constructor = ObjectMap.FwdCurveConstructors[calibrationProblem];
FwdCurveContainer fwdCurves = ObjectMap.FwdCurveCollections[fwdCurveCollectionHandle];
constructor.SetExistingFwdCurves(fwdCurves);
constructor.CalibrateAllCurvesBasedOnOrder_AD(true);
ObjectMap.FwdCurveCollections[baseName] = constructor.GetFwdCurves();
}
public static void FwdCurveCollection_MakeFromCalibrationProblem(string baseName, string calibrationProblem, bool useAD)
{
FwdCurveConstructor constructor = ObjectMap.FwdCurveConstructors[calibrationProblem];
if (useAD)
{
constructor.CalibrateAllCurvesBasedOnOrder_AD();
}
else
{
constructor.CalibrateAllCurvesBasedOnOrder();
}
ObjectMap.FwdCurveCollections[baseName] = constructor.GetFwdCurves();
}
