public double GetLambda(BondMeasure field_)
{
switch (field_)
{
case BondMeasure.ASWyy:
return ASWyyLambda;
case BondMeasure.Yield:
return YieldLambda;
case BondMeasure.ZSpread:
return ZSpreadLambda;
default:
return 0.3d; // this is default on the splin function used
}
}
public CMT CreateCMTImpl(BondMeasure field_, BondMarketPricer pricer_, SwapCurve curve_)
{
return new CMT(
structure_: this,
initialField_: field_,
curve_: curve_,
pricer_: pricer_);
}
public async Task<CMT> CreateCMTImpl(BondMeasure field_, AsOfAndSpotSettle asOfAndSpotSettle_, DateTime settleDate_, SwapCurve curve_, CarbonClient cc_)
{
var pricer = await BondMarketPricer.Create(Market, curve_, asOfAndSpotSettle_, settleDate_, cc_);
return new CMT(
structure_: this,
initialField_: field_,
curve_: curve_,
pricer_: pricer
);
}
