예제 #1
0
        ///<summary>
        /// Gets all the Forecast curve name.
        ///</summary>
        ///<returns></returns>
        public static string GetForecastCurveName(FloatingRateIndex floatingRateIndex, Period indexTenor)
        {
            string result = indexTenor != null?GetForecastCurveName(floatingRateIndex, new[] { indexTenor }) : GetForecastCurveName(PricingStructureTypeEnum.RateCurve, floatingRateIndex);

            return(result);
        }
예제 #2
0
        ///<summary>
        /// Gets all the Forecast curve name.
        ///</summary>
        ///<returns></returns>
        public static string GetRateVolatilityMatrixName(FloatingRateIndex floatingRateIndex, Period indexTenor)
        {
            var result = GetRateVolatilityMatrixName(floatingRateIndex, new[] { indexTenor });

            return(result);
        }