/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public List <String> GetRequiredVolatilitySurfaces()
{
var result = new List <String> {
Helpers.GetRateVolatilityMatrixName(this)
};
return(result);
}
/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public List <String> GetRequiredVolatilitySurfaces()
{
var result = new List <String>();
var amount = calculationPeriodAmount.Item as Calculation;
if (amount != null)
{
var floatingRateCalculation = amount.Items[0] as FloatingRateCalculation;
if (floatingRateCalculation != null)
{
result.Add(Helpers.GetRateVolatilityMatrixName(floatingRateCalculation.floatingRateIndex, floatingRateCalculation.indexTenor));
}
}
return(result);
}
