public double GetLambda(BondMeasure field_) { switch (field_) { case BondMeasure.ASWyy: return ASWyyLambda; case BondMeasure.Yield: return YieldLambda; case BondMeasure.ZSpread: return ZSpreadLambda; default: return 0.3d; // this is default on the splin function used } }
public CMT CreateCMTImpl(BondMeasure field_, BondMarketPricer pricer_, SwapCurve curve_) { return new CMT( structure_: this, initialField_: field_, curve_: curve_, pricer_: pricer_); }
public async Task<CMT> CreateCMTImpl(BondMeasure field_, AsOfAndSpotSettle asOfAndSpotSettle_, DateTime settleDate_, SwapCurve curve_, CarbonClient cc_) { var pricer = await BondMarketPricer.Create(Market, curve_, asOfAndSpotSettle_, settleDate_, cc_); return new CMT( structure_: this, initialField_: field_, curve_: curve_, pricer_: pricer ); }