- 01
- 02
- 03
- 04
- 05
- 06
- 07
- 08
- 09
- 10
- 11
- 12
- 13
- 14
// Get credit spread rates and tenors
mDtCreditSpreadTenors = aRDO.GetResultTable(mSelectCreditSpreadRates, mCode, mCreditSpreadCurveDate);
// Check if any credit spread rates are returned
if (mDtCreditSpreadTenors.Rows.Count == 0)
{
// If debugging
if (System.Diagnostics.Debugger.IsAttached)
// Get from fixed date
mDtCreditSpreadTenors = aRDO.GetResultTable(mSelectCreditSpreadRates, mCode, 39396);
else
// Add error
aMissingData.Add(string.Format("Cannot find credit spread rates for date {0}", mCreditSpreadCurveDate.ToShortDateString()));
}