/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public List <String> GetRequiredVolatilitySurfaces()
{
var result = new List <String> {
CurveNameHelpers.GetRateVolatilityMatrixName(this)
};
return(result);
}
/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public List <string> GetRequiredVolatilitySurfaces()
{
var result = new List <String>();
if (calculationPeriodAmount.Item is Calculation amount)
{
if (amount.Items[0] is FloatingRateCalculation floatingRateCalculation)
{
result.Add(CurveNameHelpers.GetRateVolatilityMatrixName(floatingRateCalculation.floatingRateIndex, floatingRateCalculation.indexTenor));
}
}
return(result);
}
