Exemplo n.º 1
0
 public Dictionary <string, List <DateTime> > PastFixingDates(DateTime valDate) =>
 PaySwaplets.SelectMany(x => x.PastFixingDates(valDate))
 .Concat(RecSwaplets.SelectMany(x => x.PastFixingDates(valDate)))
 .Distinct()
 .ToDictionary(x => x.Key, x => x.Value);
Exemplo n.º 2
0
 public string[] IrCurves(IAssetFxModel model) => PaySwaplets.SelectMany(x => x.IrCurves(model)).Concat(RecSwaplets.SelectMany(x => x.IrCurves(model))).Distinct().ToArray();