public override void addTimesTo( List<double> times )
{
calculate();
CapFloor.Arguments args = new CapFloor.Arguments();
cap_.setupArguments( args );
List<double> capTimes = new DiscretizedCapFloor( args,
termStructure_.link.referenceDate(),
termStructure_.link.dayCounter() ).mandatoryTimes();
for ( int i = 0; i < capTimes.Count; i++ )
times.Insert( times.Count, capTimes[i] );
}
public override void addTimesTo(List <double> times)
{
calculate();
CapFloor.Arguments args = new CapFloor.Arguments();
cap_.setupArguments(args);
List <double> capTimes = new DiscretizedCapFloor(args,
termStructure_.link.referenceDate(),
termStructure_.link.dayCounter()).mandatoryTimes();
for (int i = 0; i < capTimes.Count; i++)
{
times.Insert(times.Count, capTimes[i]);
}
}
