Exemplo n.º 1
0
 /// <summary>
 /// Evaluates the delta wrt the fixed rate R.
 /// </summary>
 /// <returns></returns>
 public static Decimal GetDelta1(Decimal npv, Decimal curveYearFraction, Decimal rate, Decimal yearFraction)
 {
     return(RateAnalytics.GetDelta1(npv, curveYearFraction, rate, yearFraction));
 }