public override void addTimesTo( List<double> times ) { calculate(); CapFloor.Arguments args = new CapFloor.Arguments(); cap_.setupArguments( args ); List<double> capTimes = new DiscretizedCapFloor( args, termStructure_.link.referenceDate(), termStructure_.link.dayCounter() ).mandatoryTimes(); for ( int i = 0; i < capTimes.Count; i++ ) times.Insert( times.Count, capTimes[i] ); }
public override void addTimesTo(List <double> times) { calculate(); CapFloor.Arguments args = new CapFloor.Arguments(); cap_.setupArguments(args); List <double> capTimes = new DiscretizedCapFloor(args, termStructure_.link.referenceDate(), termStructure_.link.dayCounter()).mandatoryTimes(); for (int i = 0; i < capTimes.Count; i++) { times.Insert(times.Count, capTimes[i]); } }