public override void SetIndexValues(MarketObservable index, double[] indexValues)
{
int indexCounter = 0;
for (int i = 0; i < paymentDates.Length; i++)
{
if (paymentDates[i] > valueDate && index.Equals(floatingIndices[i]))
{
this.indexValues[i] = indexValues[indexCounter];
indexCounter++;
}
}
}
public override List <Date> GetRequiredIndexDates(MarketObservable index)
{
List <Date> requiredDates = new List <Date>();
for (int i = 0; i < paymentDates.Length; i++)
{
if (paymentDates[i] > valueDate && index.Equals(floatingIndices[i]))
{
requiredDates.Add(resetDates[i]);
}
}
return(requiredDates);
}
