public override void SetIndexValues(MarketObservable index, double[] indexValues)
{
if (index == defaultTime)
{
defaultTimeValue = new Date(indexValues[0]);
}
else if (index == defaultRecovery)
{
recoveryRate = indexValues[0];
}
else
{
throw new ArgumentException("Unknown index: " + index.ToString());
}
}
public ResultStore GetResultStore()
{
ResultStore swapDetails = new ResultStore();
swapDetails.Add("payFixed", payFixed);
swapDetails.Add("indexDates", indexDates);
swapDetails.Add("payDates", paymentDates);
swapDetails.Add("index", index.ToString());
swapDetails.Add("spreads", spreads);
swapDetails.Add("accrualFractions", accrualFractions);
swapDetails.Add("notionals", notionals);
swapDetails.Add("fixedRate", fixedRate);
return(swapDetails);
}
