예제 #1
0
 /// <summary>
 /// Gets the discount factor at maturity.
 /// </summary>
 /// <param name="startDiscountFactor">The start df.</param>
 /// <param name="yearFraction">The year fraction.</param>
 /// <param name="rate">the rate.</param>
 /// <returns></returns>
 public Decimal GetDFAtMaturity(decimal startDiscountFactor, decimal yearFraction, decimal rate)
 {
     return(RateAnalytics.GetDiscountFactorAtMaturity(startDiscountFactor, yearFraction, rate));
 }