/// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="iborRateComputationFn">  the rate provider for <seealso cref="IborRateComputation"/> </param>
 /// <param name="iborInterpolatedRateComputationFn">  the rate computation for <seealso cref="IborInterpolatedRateComputation"/> </param>
 /// <param name="iborAveragedRateComputationFn">  the rate computation for <seealso cref="IborAveragedRateComputation"/> </param>
 /// <param name="overnightCompoundedRateComputationFn">  the rate computation for <seealso cref="OvernightCompoundedRateComputation"/> </param>
 /// <param name="overnightAveragedRateComputationFn">  the rate computation for <seealso cref="OvernightAveragedRateComputation"/> </param>
 /// <param name="overnightAveragedDailyRateComputationFn">  the rate computation for <seealso cref="OvernightAveragedDailyRateComputation"/> </param>
 /// <param name="inflationMonthlyRateComputationFn">  the rate computation for <seealso cref="InflationMonthlyRateComputation"/> </param>
 /// <param name="inflationInterpolatedRateComputationFn">  the rate computation for <seealso cref="InflationInterpolatedRateComputation"/> </param>
 /// <param name="inflationEndMonthRateComputationFn">  the rate computation for <seealso cref="InflationEndMonthRateComputation"/> </param>
 /// <param name="inflationEndInterpolatedRateComputationFn">  the rate computation for <seealso cref="InflationEndInterpolatedRateComputation"/> </param>
 public DispatchingRateComputationFn(RateComputationFn <IborRateComputation> iborRateComputationFn, RateComputationFn <IborInterpolatedRateComputation> iborInterpolatedRateComputationFn, RateComputationFn <IborAveragedRateComputation> iborAveragedRateComputationFn, RateComputationFn <OvernightCompoundedRateComputation> overnightCompoundedRateComputationFn, RateComputationFn <OvernightAveragedRateComputation> overnightAveragedRateComputationFn, RateComputationFn <OvernightAveragedDailyRateComputation> overnightAveragedDailyRateComputationFn, RateComputationFn <InflationMonthlyRateComputation> inflationMonthlyRateComputationFn, RateComputationFn <InflationInterpolatedRateComputation> inflationInterpolatedRateComputationFn, RateComputationFn <InflationEndMonthRateComputation> inflationEndMonthRateComputationFn, RateComputationFn <InflationEndInterpolatedRateComputation> inflationEndInterpolatedRateComputationFn)
 {
     this.iborRateComputationFn                     = ArgChecker.notNull(iborRateComputationFn, "iborRateComputationFn");
     this.iborInterpolatedRateComputationFn         = ArgChecker.notNull(iborInterpolatedRateComputationFn, "iborInterpolatedRateComputationFn");
     this.iborAveragedRateComputationFn             = ArgChecker.notNull(iborAveragedRateComputationFn, "iborAverageRateComputationFn");
     this.overnightCompoundedRateComputationFn      = ArgChecker.notNull(overnightCompoundedRateComputationFn, "overnightCompoundedRateComputationFn");
     this.overnightAveragedRateComputationFn        = ArgChecker.notNull(overnightAveragedRateComputationFn, "overnightAveragedRateComputationFn");
     this.overnightAveragedDailyRateComputationFn   = ArgChecker.notNull(overnightAveragedDailyRateComputationFn, "overnightAveragedDailyRateComputationFn");
     this.inflationMonthlyRateComputationFn         = ArgChecker.notNull(inflationMonthlyRateComputationFn, "inflationMonthlyRateComputationFn");
     this.inflationInterpolatedRateComputationFn    = ArgChecker.notNull(inflationInterpolatedRateComputationFn, "inflationInterpolatedRateComputationFn");
     this.inflationEndMonthRateComputationFn        = ArgChecker.notNull(inflationEndMonthRateComputationFn, "inflationEndMonthRateComputationFn");
     this.inflationEndInterpolatedRateComputationFn = ArgChecker.notNull(inflationEndInterpolatedRateComputationFn, "inflationEndInterpolatedRateComputationFn");
 }
 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="rateComputationFn">  the rate computation function </param>
 public DiscountingFraProductPricer(RateComputationFn <RateComputation> rateComputationFn)
 {
     this.rateComputationFn = ArgChecker.notNull(rateComputationFn, "rateComputationFn");
 }
Beispiel #3
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 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="rateComputationFn">  the rate computation function </param>
 public DiscountingRatePaymentPeriodPricer(RateComputationFn <RateComputation> rateComputationFn)
 {
     this.rateComputationFn = ArgChecker.notNull(rateComputationFn, "rateComputationFn");
 }
Beispiel #4
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 //-------------------------------------------------------------------------
 public virtual void test_getter()
 {
     assertEquals(PRICER.RateComputationFn, RateComputationFn.standard());
 }