C# (CSharp) FloatLeg.CurvePV 예제들

예제 #1

        public double Objective()
        {
            var value1 = _fixedLeg.GetCFs().PV(_discountCurve);
            var value2 = _floatLeg.CurvePV(_forecastCurve, _discountCurve);

            return(value1 - value2);
        }

예제 #2

        public double Objective()
        {
            var value1 = _leg1.CurvePV(_leg1Curve, _discountCurve);
            var value2 = _leg2.CurvePV(_leg2Curve, _discountCurve);

            return(value1 - value2);
        }