/// <summary> /// Gets and sets the required pricing structures to value this leg. /// </summary> public List <String> GetRequiredVolatilitySurfaces() { var result = new List <String> { CurveNameHelpers.GetRateVolatilityMatrixName(this) }; return(result); }
/// <summary> /// Gets and sets the required pricing structures to value this leg. /// </summary> public List <string> GetRequiredVolatilitySurfaces() { var result = new List <String>(); if (calculationPeriodAmount.Item is Calculation amount) { if (amount.Items[0] is FloatingRateCalculation floatingRateCalculation) { result.Add(CurveNameHelpers.GetRateVolatilityMatrixName(floatingRateCalculation.floatingRateIndex, floatingRateCalculation.indexTenor)); } } return(result); }