public static double LinearRateModel_OisRateComplex(string modelName, string oisSwapName)
{
LinearRateModel model = ObjectMap.LinearRateModels[modelName];
OisSwap swap = (OisSwap)ObjectMap.LinearRateInstruments[oisSwapName];
return(model.DiscCurve.OisRate(swap, InterpMethod.Hermite));
}
public static double InstrumentFactory_ValueOisSwap(string instrumentFactory, string model, string instrument)
{
OisSwap swap = ObjectMap.InstrumentFactories[instrumentFactory].OisSwaps[instrument];
return(ObjectMap.LinearRateModels[model].OisRateSimple(swap));
}
