SampleStandardDeviationCalculator standardDeviation = new SampleStandardDeviationCalculator();
double[] spreads = getSpreads(underlyingPool, creditSpreadTenors, creditSpreadTermStructures, creditSpreadTenor);
return standardDeviation.evaluate(spreads);
}
// ----------------------------------------------------------------------------------------------------------------------------------------
// Calculate the skewness of the spread of the obligors in the underlying pool for a given tenor