Esempi in C# (CSharp) per Qdp.Pricing.Library.Exotic.Engines CallableBondEngine

Esempio n. 1

 public OasSpreadSolver(CallableBond callableBond,
                        IMarketCondition market,
                        CallableBondEngine <TInterestRateModel> engine)
 {
     _callableBond = callableBond;
     _market       = market;
     _engine       = engine;
 }

Esempio n. 2

 private double OasSpread(CallableBond callableBond,
                          IMarketCondition market,
                          CallableBondEngine <TInterestRateModel> engine)
 {
     return(BrentZero.Solve(new OasSpreadSolver <TInterestRateModel>(callableBond, market, engine), -1.0, 1.0, 1e-12));
 }