Пример #1
0
        public void AddRiskCalculation(CurveTenor curveTenor, DateTime curvePoint, double number)
        {
            string tenor          = DateHandling.ConvertDateToTenorString(curvePoint, _asOf);
            string riskIdentifier = curveTenor.ToString() + "-" + curvePoint.ToString("dd/MM/yyyy");

            RiskLookUp[riskIdentifier]    = number;
            IdentifierToPoint[curvePoint] = riskIdentifier;
        }