Ejemplos de FixedIborSwapConvention.calculateSpotDateFromTradeDate en C# (CSharp)

Ejemplo n.º 1

        private ResolvedSwap createUnderlyingSwap(LocalDate fixingDate)
        {
            FixedIborSwapConvention conv = INDEX.Template.Convention;
            LocalDate effectiveDate      = conv.calculateSpotDateFromTradeDate(fixingDate, REF_DATA);
            LocalDate maturityDate       = effectiveDate.plus(INDEX.Template.Tenor);
            Swap      swap = conv.toTrade(fixingDate, effectiveDate, maturityDate, BuySell.BUY, 1d, 1d).Product;

            return(swap.resolve(REF_DATA));
        }