public CouponPathFlow(FixingFuncPathValue payoffPathValues,
CouponFlowLabel couponFlowLabel,
Tuple <int, int> paymentCoordinate)
{
PayoffPathValues = payoffPathValues;
CouponLabel = couponFlowLabel;
PaymentCoordinate = paymentCoordinate;
}
private CouponPathFlow[] BuildCouponPathFlow(params Coupon[] coupons)
{
CouponPathFlow[] couponFlows = coupons.Map(cpn =>
{
var payoffPathValue = FixingFuncPathValue(cpn.Payoff);
var paymentCoordinate = FindPaymentIndex(simulatedRebasement, cpn.PaymentInfo);
var couponFlowLabel = new CouponFlowLabel(cpn.PaymentInfo, cpn.ToString());
return(new CouponPathFlow(payoffPathValue, couponFlowLabel, paymentCoordinate));
});
return(couponFlows);
}
