Пример #1
0
        /// <summary>
        ///
        /// </summary>
        /// <returns></returns>
        public decimal GetSpotRate()
        {
            var spotRate1 = (double)FxCurve1.GetSpotRate();
            var spotRate2 = (double)FxCurve2.GetSpotRate();

            return((decimal)(spotRate1 / spotRate2));
        }
Пример #2
0
        /// <summary>
        /// For any point, there should exist a function value. The point can be multi-dimensional.
        /// </summary>
        /// <param name="point"><c>IPoint</c> A point must have at least one dimension.
        /// <seealso cref="IPoint"/> The interface for a multi-dimensional point.</param>
        /// <returns>The <c>double</c> function value at the point</returns>
        public override double Value(IPoint point)
        {
            double currency1Value = FxCurve1.Value(point);
            double currency2Value = FxCurve2.Value(point);

            double value = currency1Value / currency2Value;

            return(value);
        }