public YieldCurve(SortedDictionary <double, double> ratesByTenor,
IInterpolationBehaviour interpolator)
{
_ratesByTenor = ratesByTenor;
_tenors = new List <double>(_ratesByTenor.Keys);
_interpolator = interpolator;
}
public BasicVolatilitySurface(double[,] volatilities,
List <double> tenors,
List <double> moneyness,
IInterpolationBehaviour interpolator)
{
_volatilities = volatilities;
_tenors = tenors;
_moneyness = moneyness;
Interpolator = interpolator;
}
public ContinuousCompoundingCurve(SortedDictionary <double, double> ratesByTenor,
IInterpolationBehaviour interpolator) : base(ratesByTenor, interpolator)
{
}
