Ejemplo n.º 1
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 /// <summary>
 /// Initializes a new instance of the <see cref="RateAssetQuote"/> class.
 /// </summary>
 /// <param name="priceableAsset">The priceable asset.</param>
 /// <param name="baseDate">The base date.</param>
 /// <param name="interpolation">The interpolation.</param>
 /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
 /// <param name="dfs">The discount factors.</param>
 /// <param name="tolerance">The tolerance.</param>
 public BondAssetQuote(IPriceableBondAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation,
                       bool extrapolation, IDictionary <DateTime, double> dfs, double tolerance)
 {
     PriceableAsset      = priceableAsset;
     BaseDate            = baseDate;
     Dfs                 = dfs;
     InterpolationMethod = interpolation;
     Extrapolation       = extrapolation;
     Tolerance           = tolerance;
 }
Ejemplo n.º 2
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 /// <summary>
 /// Initializes a new instance of the <see cref="CommodityAssetQuote"/> class.
 /// </summary>
 /// <param name="priceableAsset">The priceable asset.</param>
 /// <param name="baseDate">The base date.</param>
 /// <param name="interpolation">The interpolation.</param>
 /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
 /// <param name="dfs">The DFS.</param>
 public BondAssetQuote(IPriceableBondAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation,
                       bool extrapolation, IDictionary <DateTime, double> dfs)
     : this(priceableAsset, baseDate, interpolation, extrapolation, dfs, DefaultTolerance)
 {
 }