private SmoothCurveCalculator createModDurationFitter()
{
m_modDurFitter = new SmoothCurveCalculator(
cml_: new CMTLine(Market,Focus.None),
cmlEndTenor_: 34,
cmlStartTenor_: 1,
list_: Lines,
timeToMaturityField_: BondField.TimeToMaturity,
valueField_: BondField.ModDuration,
fittedValueField_: BondField.None,
settings_: new SmoothCurveSettings(FitPhases.Double),
recalcNumber_: -1,
updateOnCalcEvent_: false);
m_modDurFitter.RebuildCurveAndApplyResults();
return m_modDurFitter;
}
