public Date GetCalibrationDate()
{
return(Bda.Adjust(Calendar, UnderlyingMaturityDate));
}
public double GetForwardRate(Date startDate, ITerm tenor, Compound compound = Compound.Simple, IDayCount dayCount = null)
{
var fixingEndDate = Bda.Adjust(Calendar, tenor.Next(startDate));
return(GetForwardRate(startDate, fixingEndDate, compound, dayCount));
}
