Пример #1
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 public static double LinearRate_LinearRateModel_OisRateComplex(string linearRateModelHandle, string swapHandle)
 {
     return(LinearRateFunctions.LinearRateModel_OisRateComplex(linearRateModelHandle, swapHandle));
 }
Пример #2
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 public static double LinearRate_LinearRateModel_OisSwapValue(string linearRateModelHandle, string swapHandle)
 {
     return(LinearRateFunctions.LinearRateModel_OisSwapNpv(linearRateModelHandle, swapHandle));
 }
Пример #3
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 public static double LinearRate_LinearRateModel_Value(string linearRateModelHandle, string linearRateInstrumentHandle)
 {
     return(LinearRateFunctions.LinearRateModel_Value(linearRateModelHandle, linearRateInstrumentHandle));
 }
Пример #4
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 public static double LinearRate_LinearRateModel_ParRate(string linearRateModelHandle, string swapHandle)
 {
     return(LinearRateFunctions.LinearRateModel_SwapParRate(linearRateModelHandle, swapHandle));
 }
Пример #5
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        public static object[,] LinearRate_FwdCurve_GetFromCollection(string fwdCurveCollectionHandle, string fwdCurveTenor)
        {
            CurveTenor tenorEnum = StrToEnum.CurveTenorConvert(fwdCurveTenor);

            return(LinearRateFunctions.FwdCurve_GetFromCollection(fwdCurveCollectionHandle, tenorEnum));
        }