Esempio n. 1
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        public static object[,] FwdCurve_GetFromCollection(string collectionName, CurveTenor tenor)
        {
            ObjectMap.CheckExists(ObjectMap.FwdCurveCollections, collectionName, "Fwd curve collection does not exist");
            Curve fwdCurve = ObjectMap.FwdCurveCollections[collectionName].GetCurve(tenor);

            return(ExcelUtilities.BuildObjectArrayFromCurve(fwdCurve, collectionName));
        }
Esempio n. 2
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        public static object[,] FwdCurveRepresentation_Get(string handle)
        {
            ObjectMap.CheckExists(ObjectMap.DiscCurves, handle, "Disc Curve does not exist");

            return(ExcelUtilities.BuildObjectArrayFromCurve(ObjectMap.FwdCurveRepresentations[handle].FwdCurve, handle));
        }
Esempio n. 3
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        public static object[,] DiscCurve_Get(string name)
        {
            ObjectMap.CheckExists(ObjectMap.DiscCurves, name, "Disc Curve does not exist");

            return(ExcelUtilities.BuildObjectArrayFromCurve(ObjectMap.DiscCurves[name], name));
        }