Esempio n. 1
0
        public static CurvePoint Solve(this ExtrapolationShort extraShort, CurvePoint min, Maturity maturity)
        {
            var p = min.ToPoint();
            var x = maturity.ToX();

            var point = extraShort.GetPoint(p, x);

            return(CurvePoint.FromPoint(point, min.Price.Currency));
        }