Beispiel #1
0
        public virtual void Build()
        {
            _dayCounter           = Parsers.ParseDayCounter(_strDayCounter);
            _compounding          = _strCompounding == string.Empty ? QLNet.Compounding.Continuous : Parsers.ParseCompounding(_strCompounding);
            _compoundingFrequency = _strCompoundingFrequency == string.Empty ? Frequency.Annual : Parsers.ParseFrequency(_strCompoundingFrequency);

            if (_tenorBased)
            {
                _tenorCalendar  = Parsers.ParseCalendar(_strTenorCalendar);
                _spotLag        = Convert.ToInt32(_strSpotLag);
                _spotCalendar   = Parsers.ParseCalendar(_strSpotCalendar);
                _rollConvention = Parsers.ParseBusinessDayConvention(_strRollConvention);
                _eom            = Parsers.ParseBool(_strEom);
            }
        }