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;
}
public static void AssertSensibleValue(InterpolatedDoublesSurface surface)
{
Assert.Throws <NotImplementedException>(() => surface.GetZValue(23, 23));
Assert.NotEmpty(surface.XData);
}