예제 #1
0
 public static double GetValue(Product prod, int sourceType, int tenorType, DateTime delStart, DateTime marketDate)
 {
     return prod.ReturnCurveSeries(sourceType).GetValue(tenorType, delStart, marketDate);
 }
예제 #2
0
 public SortedList<DateTime, double> GetFwdCurveFromDates(Product prod, int sourceType, int tenorType, List<DateTime> delDateArr, DateTime marketDate)
 {
     return prod.ReturnCurveSeries(sourceType).GetFwdCurveFromDates(tenorType, delDateArr, marketDate);
 }
예제 #3
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 public static SortedList<DateTime, double> GetDevlpCurveFromDates(Product prod, int sourceType, int tenorType, DateTime delDate, List<DateTime> marketDateArr)
 {
     return prod.ReturnCurveSeries(sourceType).GetDevlpCurveFromDates(tenorType, delDate, marketDateArr);
 }
예제 #4
0
 public SortedList<DateTime, double> GetFwdCurve(Product prod, int sourceType, int tenorType, DateTime delDateFrom, DateTime delDateTo, DateTime marketDate)
 {
     return prod.ReturnCurveSeries(sourceType).GetFwdCurve(tenorType, delDateFrom, delDateTo, marketDate);
 }