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Changeset 210

Timestamp:

06/16/08 22:40:02 (3 months ago)

Author:

snovik

Message:

ops. Forgot something

Files:

r209	r210
124	124
125	125	protected override double discountImpl(double t) {
126		// recheck
127		calculate();
128
129		// if (!turnOfYearEffect_.empty() && t > turnOfYear_) {
130		// if (!turnOfYearEffect_.link.isValid())
131		// throw new ArgumentException("invalid turnOfYearEffect quote");
132		// double turnOfYearEffect = turnOfYearEffect_.link.value();
133		// if (!(turnOfYearEffect > 0.0 && turnOfYearEffect <= 1.0))
134		// throw new ArgumentException("invalid turnOfYearEffect value: " + turnOfYearEffect);
135		// return turnOfYearEffect;
136		// }
137		//}
	126	calculate();
	127
	128	if (jumps_.Count != 0) {
	129	double jumpEffect = 1.0;
	130	for (int i=0; i<nJumps_ && jumpTimes_[i]<t; ++i) {
	131	if (!(jumps_[i].link.isValid()))
	132	throw new ApplicationException("invalid " + (i+1) + " jump quote");
	133	double thisJump = jumps_[i].link.value();
	134	if (!(thisJump > 0.0 && thisJump <= 1.0))
	135	throw new ApplicationException("invalid " + (i+1) + " jump value: " + thisJump);
	136	jumpEffect *= thisJump;
	137	}
	138	return jumpEffect * traits_.discountImpl(interpolation_, t);
	139	}
138	140	return traits_.discountImpl(interpolation_, t);
139	141	}
	142
140	143	protected override double zeroYieldImpl(double t) { return traits_.zeroYieldImpl(interpolation_, t); }
141	144	protected override double forwardImpl(double t) { return traits_.forwardImpl(interpolation_, t); }