Пример #1
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 public SABRFittedSurfaces(InterpolatedDoublesSurface alphaSurface, InterpolatedDoublesSurface betaSurface, InterpolatedDoublesSurface nuSurface, InterpolatedDoublesSurface rhoSurface, Currency currency, string dayCountName)
 {
     _alphaSurface = alphaSurface;
     _betaSurface  = betaSurface;
     _nuSurface    = nuSurface;
     _rhoSurface   = rhoSurface;
     _currency     = currency;
     _dayCountName = dayCountName;
 }
Пример #2
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 public static void AssertSensibleValue(InterpolatedDoublesSurface surface)
 {
     Assert.Throws <NotImplementedException>(() => surface.GetZValue(23, 23));
     Assert.NotEmpty(surface.XData);
 }