public OasSpreadSolver(CallableBond callableBond,
IMarketCondition market,
CallableBondEngine <TInterestRateModel> engine)
{
_callableBond = callableBond;
_market = market;
_engine = engine;
}
private double OasSpread(CallableBond callableBond,
IMarketCondition market,
CallableBondEngine <TInterestRateModel> engine)
{
return(BrentZero.Solve(new OasSpreadSolver <TInterestRateModel>(callableBond, market, engine), -1.0, 1.0, 1e-12));
}
