Code :
static double basisshifts_yield_getShift(conf_t *c, sMKTSPEC *spec) { double shift = c->shift; if ( c->normalize == 'Y' ) { /* Shift * (1 + Rate / RateTerm)^((ShiftTerm-RateTerm) / ShiftTerm )) */ fprintf(stderr, "NORMALIZE=='Y' => tou bi daivelaupaid\n" ); } return shift; }
|