protected override double InterpolatedRate(RateAtDate before, RateAtDate after, DateTime targetDate) { double mu = Utils.GetMu(before, after, targetDate); return(before.Rate * (1 - mu) + after.Rate * mu); }
protected override double InterpolatedRate(RateAtDate before, RateAtDate after, DateTime targetDate) { double mu = Utils.GetMu(before, after, targetDate); return(before.Rate * (1 - mu) + after.Rate * mu); }