public void RiskInstrument(int instrumentNumber, LinearRateModel model, DateTime asOf, bool useAd = false)
{
if (Products.ContainsKey(instrumentNumber) == false)
{
throw new InvalidOperationException("Portfolio does not contain " + instrumentNumber + " as an identififer for a linearRateProduct.");
}
if (useAd)
{
RiskOutputs[instrumentNumber] = model.ZcbRiskProductOutputContainer(Products[instrumentNumber], asOf);
}
else
{
RiskOutputs[instrumentNumber] = model.RiskAgainstAllCurvesBumpAndRun(Products[instrumentNumber], asOf);
}
}
public void RiskInstrumentBumpAndRun(LinearRateModel model, DateTime asOf)
{
RiskOutput = model.RiskAgainstAllCurvesBumpAndRun(Instrument, asOf);
RiskOutput.ConstructFullGradient();
}