Beispiel #1
0
 public CPIBondHelper(Handle <Quote> price, int settlementDays, double faceAmount, bool growthOnly, double baseCPI,
                      Period observationLag, ZeroInflationIndex cpiIndex, InterpolationType observationInterpolation,
                      Schedule schedule, List <double> fixedRate, DayCounter dayCounter, BusinessDayConvention paymentConvention,
                      double redemption, Date issueDate, Calendar paymentCalendar = null,
                      Period exCouponPeriod = null, Calendar exCouponCalendar = null,
                      BusinessDayConvention exCouponConvention = BusinessDayConvention.Unadjusted, bool exCouponEndOfMonth = false,
                      bool useCleanPrice = true)
     : base(price, new CPIBond(settlementDays, faceAmount, growthOnly, baseCPI, observationLag, cpiIndex, observationInterpolation, schedule,
                               fixedRate, dayCounter, paymentConvention, issueDate, paymentCalendar, exCouponPeriod, exCouponCalendar,
                               exCouponConvention, exCouponEndOfMonth), useCleanPrice)
 {
     cpiBond_ = bond_ as CPIBond;
 }
Beispiel #2
0
 public CPIBondHelper(Handle<Quote> price, int settlementDays, double faceAmount, bool growthOnly, double baseCPI, 
     Period observationLag, ZeroInflationIndex cpiIndex, InterpolationType observationInterpolation,
     Schedule schedule, List<double> fixedRate, DayCounter dayCounter, BusinessDayConvention paymentConvention,
     double redemption, Date issueDate, Calendar paymentCalendar = null,
     Period exCouponPeriod = null, Calendar exCouponCalendar = null,
     BusinessDayConvention exCouponConvention = BusinessDayConvention.Unadjusted, bool exCouponEndOfMonth = false,
     bool useCleanPrice = true)
     : base(price, new CPIBond(settlementDays, faceAmount, growthOnly, baseCPI, observationLag, cpiIndex, observationInterpolation, schedule,
                               fixedRate, dayCounter, paymentConvention, issueDate, paymentCalendar, exCouponPeriod, exCouponCalendar,
                               exCouponConvention, exCouponEndOfMonth), useCleanPrice)
 {
     cpiBond_ = bond_ as CPIBond;
 }