Esempio n. 1
0
 public override double impliedQuote()
 {
     if (termStructure_ == null)
     {
         throw new ApplicationException("term structure not set");
     }
     // we didn't register as observers - force calculation
     bond_.recalculate();
     if (useCleanPrice_)
     {
         return(bond_.cleanPrice());
     }
     else
     {
         return(bond_.dirtyPrice());
     }
 }