/// <summary> /// /// </summary> /// <returns></returns> public decimal GetSpotRate() { var spotRate1 = (double)FxCurve1.GetSpotRate(); var spotRate2 = (double)FxCurve2.GetSpotRate(); return((decimal)(spotRate1 / spotRate2)); }
/// <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); }