public virtual double value()
{
return Value();
}
protected override double zeroYieldImpl(double t) { // to be fixed: user-defined daycounter should be used InterestRate zeroRate = originalCurve_.link.zeroRate(t, comp_, freq_, true); InterestRate spreadedRate = new InterestRate(zeroRate.value() + spread_.value(), zeroRate.dayCounter(), zeroRate.compounding(), zeroRate.frequency()); return(spreadedRate.equivalentRate(t, Compounding.Continuous, Frequency.NoFrequency).value()); }