示例#1
0
 /// <summary>
 /// Evaluates the delta wrt the continuously compounding rate R.
 /// </summary>
 /// <returns></returns>
 public Decimal GetDeltaCCR(Decimal npv, Decimal curveYearFraction, Decimal rate, Decimal yearFraction)
 {
     return(RateAnalytics.GetDeltaCcr(npv, curveYearFraction, rate, yearFraction));
 }