public KeyRateShock(ShockTarget shockTarget, Shift shift, Maturity[] maturities)
{
ShockTarget = shockTarget;
Shift = shift ?? throw new ArgumentNullException(nameof(shift));
if (maturities == null)
{
throw new ArgumentNullException(nameof(maturities));
}
if (!maturities.Any())
{
throw new ArgumentException("must be more than 0", nameof(maturities));
}
Maturities = maturities;
}
public ParallelShock(ShockTarget shockTarget, Shift shift)
{
ShockTarget = shockTarget;
Shift = shift ?? throw new ArgumentNullException(nameof(shift));
}
