예제 #1
0
        public static Either <Error, Maturity> GetMaturity(this Tenor tenor)
        {
            var multiplier = (tenor.ToString()[0]) switch
            {
                'M' => 1D / 12,
                _ => 1,
            };
            var right = int.Parse(tenor.ToString().Substring(1));

            return(Maturity.TryCreate(right * multiplier));
        }
예제 #2
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 public OutputFrequency(OutputSeries outputSeries, Maturity maximumMaturity)
 {
     OutputSeries    = outputSeries;
     MaximumMaturity = maximumMaturity;
 }