Inheritance: IEstimatorEx, IMenuItemDescription
        /// <summary>
        /// Attempts a calibration through <see cref="SwaptionHW1OptimizationProblem"/>
        /// using swaption matrices.
        /// </summary>
        /// <param name="data">The data to be used in order to perform the calibration.</param>
        /// <param name="settings">The parameter is not used.</param>
        /// <param name="controller">The controller which may be used to cancel the process.</param>
        /// <returns>The results of the calibration.</returns>
        public EstimationResult Estimate(List <object> data, IEstimationSettings settings = null, IController controller = null, Dictionary <string, object> properties = null)
        {
            LambdaCalibrationSettings lsettings = (LambdaCalibrationSettings)settings;

            if (lsettings.Years > lsettings.BondMaturity)
            {
                throw new Exception("Bond maturity has to be greater of the historical series time span.");
            }

            InterestRateMarketData irmd     = data[0] as InterestRateMarketData;
            List <object>          IrmdData = new List <object>();

            IrmdData.Add(irmd);
            SwaptionHWEstimator shwe = new SwaptionHWEstimator();
            EstimationResult    er1  = shwe.Estimate(IrmdData);

            DiscountingCurveMarketData[] dcmd = Array.ConvertAll <IMarketData, DiscountingCurveMarketData>
                                                    ((IMarketData[])data[1], el => (DiscountingCurveMarketData)el);
            MarketPriceOfRiskCalculator mporc = new MarketPriceOfRiskCalculator();
            double lambda = mporc.Calculate(dcmd, lsettings);

            string[] names = new string[er1.Names.Length + 1];
            for (int i = 0; i < er1.Names.Length; i++)
            {
                names[i] = er1.Names[i];
            }
            names[er1.Names.Length] = "Lambda0";
            Vector values = new Vector(er1.Values.Length + 1);

            values[new Range(0, values.Length - 2)] = (Vector)er1.Values;
            values[Range.End] = lambda;
            EstimationResult result = new EstimationResult(names, values);

            return(result);
        }
        /// <summary>
        /// Attempts a calibration through <see cref="SwaptionHW1OptimizationProblem"/>
        /// using swaption matrices.
        /// </summary>
        /// <param name="data">The data to be used in order to perform the calibration.</param>
        /// <param name="settings">The parameter is not used.</param>
        /// <param name="controller">The controller which may be used to cancel the process.</param>
        /// <returns>The results of the calibration.</returns>
        public EstimationResult Estimate(List<object> data, IEstimationSettings settings = null, IController controller = null, Dictionary<string, object> properties = null)
        {
            LambdaCalibrationSettings lsettings = (LambdaCalibrationSettings)settings;
            if (lsettings.Years > lsettings.BondMaturity)
                throw new Exception("Bond maturity has to be greater of the historical series time span.");

            InterestRateMarketData irmd = data[0] as InterestRateMarketData;
            List<object> IrmdData = new List<object>();
            IrmdData.Add(irmd);
            SwaptionHWEstimator shwe = new SwaptionHWEstimator();
            EstimationResult er1 = shwe.Estimate(IrmdData);

            DiscountingCurveMarketData[] dcmd = Array.ConvertAll<IMarketData, DiscountingCurveMarketData>
                ((IMarketData[])data[1], el => (DiscountingCurveMarketData)el);
            MarketPriceOfRiskCalculator mporc = new MarketPriceOfRiskCalculator();
            double lambda = mporc.Calculate(dcmd, lsettings);

            string[] names = new string[er1.Names.Length + 1];
            for (int i = 0; i < er1.Names.Length; i++)
                names[i] = er1.Names[i];
            names[er1.Names.Length] = "Lambda0";
            Vector values = new Vector(er1.Values.Length + 1);
            values[new Range(0, values.Length - 2)] = (Vector) er1.Values;
            values[Range.End] = lambda;
            EstimationResult result = new EstimationResult(names, values);
            return result;
        }