Ejemplo n.º 1
0
            /// <summary>Gets a mutable Bond Market convention template which is initially filled with values of
            /// the current instance, i.e. with some standard conventions.
            /// </summary>
            /// <returns>A mutable Bond Market convention template.</returns>
            public InflationMarketConventions.InflationBondConventions GetMutableTemplate()
            {
                InflationMarketConventions.InflationBondConventions marketConventions = new InflationMarketConventions.InflationBondConventions();
                marketConventions.SetStandardDayCountconvention(DayCountConvention);
                marketConventions.SetStandardBusinessDayConvention(BusinessDayConvention);
                marketConventions.SetStandardCouponFrequency(CouponFrequency);

                return(marketConventions);
            }
Ejemplo n.º 2
0
 /// <summary>Initializes a new instance of the <see cref="InflationBondConventions"/> class.
 /// </summary>
 /// <param name="bondMarketConventions">The bond market conventions.</param>
 /// <exception cref="ArgumentNullException">Thrown, if <paramref name="bondMarketConventions"/> is <c>null</c>.</exception>
 /// <exception cref="ArgumentException">Thrown, if <paramref name="bondMarketConventions"/> is not completely defined.</exception>
 public InflationBondConventions(InflationMarketConventions.InflationBondConventions bondMarketConventions)
 {
     if (bondMarketConventions == null)
     {
         throw new ArgumentNullException("bondMarketConventions");
     }
     if (bondMarketConventions.IsCompletelyDefined == false)
     {
         throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Bond market conventions"), "bondMarketConventions");
     }
     BusinessDayConvention = bondMarketConventions.BusinessDayConvention;
     CouponFrequency       = bondMarketConventions.CouponFrequency;
     DayCountConvention    = bondMarketConventions.DayCountConvention;
 }