public static double CalcZSpread(Bond bond_, DateTime settleDate_, IRCurveImpl forecastCurve_, double px_) { var crv = forecastCurve_.GetValues(); return CalcZSpread(bond_, settleDate_, crv, px_); }
private void handleDiscCurveUpdate(IRCurveImpl curve_) { calcMMS(); }
public static double CalcMMS(Bond bond_, SwapCurve swapCurve_, DateTime settleDate_, IRCurveImpl forecastCurve_, IRCurveImpl discountCurve_) { return CalcMMS(bond_, swapCurve_, settleDate_, forecastCurve_.GetValues(), discountCurve_.GetValues()); }
private void handleFcstCurveUpdate(IRCurveImpl curve_) { calcMMS(); calcZSpread(); }