/// <summary> /// The constructor with the accrual-on-default formula specified. /// </summary> /// <param name="formula"> the accrual-on-default formula </param> public IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula formula) { this.productPricer = new IsdaHomogenousCdsIndexProductPricer(formula); this.upfrontPricer = DiscountingPaymentPricer.DEFAULT; }
//------------------------------------------------------------------------- /// <summary> /// The default constructor. /// <para> /// The default pricers are used. /// </para> /// </summary> public IsdaHomogenousCdsIndexTradePricer() { this.productPricer = IsdaHomogenousCdsIndexProductPricer.DEFAULT; this.upfrontPricer = DiscountingPaymentPricer.DEFAULT; }