// return one only curve, initialised after shifting all mktRateSet elements up of 'shift' quantity, once at the same time public IMultiRateCurve ParallelShiftFwdCurve(double shift) { RateSet rs = mktRateSet.ParallelShiftRateSet(shift); // parallel shift return(CreateInstance(rs, DCurve)); // build the correct curve }
// return one only curve, initialised after shifting all mktRateSet elements up of 'shift' quantity, once at the same time public ISingleRateCurve ParallelShift(double shift) { RateSet rs = mktRateSet.ParallelShiftRateSet(shift); // parallel shift return(CreateInstance(rs)); // build the correct curve }