Exemplo n.º 1
0
        /// <summary>
        /// Get the zero rate for a given period on a given curve.
        /// </summary>
        /// <param name="mktName">The name of the market.</param>
        /// <param name="curveName">The name of the yield curve.</param>
        /// <param name="startDate">The start date of the calculation period, i.e. 2017-01-03.</param>
        /// <param name="endDate">The end date of the calculation period, i.e. 2017-01-13.</param>
        /// <returns></returns>
        public static double GetZeroRate(string mktName, string curveName, string startDate, string endDate)
        {
            //var qdpMarket = XlManager.GetXlMarket(mktName).QdpMarket;
            //var yieldcurve = qdpMarket.GetData<CurveData>(curveName).YieldCurve;
            var yieldcurve = XlManager.GetPrebuildQdpMarket(mktName).YieldCurves[curveName];

            return(yieldcurve.ZeroRate(startDate.ToDate(), endDate.ToDate()));
        }