/// <summary> /// Gets the survival probability between the anchor date and the date provided. /// </summary> /// <param name="date">The date up to which the survival probability will be calculated.</param> /// <returns></returns> public abstract double GetSP(Date date);
public ISurvivalProbabilitySource(ReferenceEntity referenceEntity, Date anchorDate)
{
this.referenceEntity = referenceEntity;
this.anchorDate = anchorDate;
}