private StochArray ConvertReturns(StochArray returnsArray, Func <double, double, double> converter)
{
var currencyReturns = GetCurrencyReturns(Accumulation.Annualised);
int sim = MaxSim;
int hor = MaxHorizon;
var result = new double[sim][];
for (int i = 0; i < sim; i++)
{
var simReturns = new double[hor];
for (int j = 0; j < hor; j++)
{
simReturns[j] = converter(currencyReturns[i][j], returnsArray[i][j]);
}
result[i] = simReturns;
}
return(new StochArray(result));
}
public StochArray GetGBPStochArrayReturns(StochArray localReturnsStochArray) => ConvertReturns(localReturnsStochArray, _convertFromLocalToGBP);
public StochArray GetLocalStochArrayReturns(StochArray gbpReturnsStochArray) => ConvertReturns(gbpReturnsStochArray, _convertFromGBPToLocal);