| public correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double | ||
| d | Date | |
| r | double | |
| iTS | QLNet.InflationTermStructure | |
| Результат | double | |
public virtual double correctZeroRate(Date d,double r,InflationTermStructure iTS)
{
KeyValuePair<Date,Date> lim = Utils.inflationPeriod(iTS.baseDate(), iTS.frequency());
Date curveBaseDate = lim.Value;
return seasonalityCorrection(r, d, iTS.dayCounter(), curveBaseDate, true);
}
