public override string name()
{
string res = familyName_;
if (tenor_ == new Period(1, TimeUnit.Days))
{
if (fixingDays_ == 0)
{
res += "ON";
}
else if (fixingDays_ == 1)
{
res += "TN";
}
else if (fixingDays_ == 2)
{
res += "SN";
}
else
{
res += tenor_.ToShortString();
}
}
else
{
res += tenor_.ToShortString();
}
res = res + " " + dayCounter_.Name;
return(res);
}
protected InterestRateIndex(string familyName,
Period tenor,
int fixingDays,
Currency currency,
Calendar fixingCalendar,
DayCounter dayCounter)
{
familyName_ = familyName;
tenor_ = tenor;
fixingDays_ = fixingDays;
currency_ = currency;
dayCounter_ = dayCounter;
fixingCalendar_ = fixingCalendar;
tenor_.normalize();
string res = familyName_;
if (tenor_ == new Period(1, TimeUnit.Days))
{
if (fixingDays_ == 0)
{
res += "ON";
}
else if (fixingDays_ == 1)
{
res += "TN";
}
else if (fixingDays_ == 2)
{
res += "SN";
}
else
{
res += tenor_.ToShortString();
}
}
else
{
res += tenor_.ToShortString();
}
res = res + " " + dayCounter_.name();
name_ = res;
Settings.registerWith(update);
// recheck
IndexManager.instance().notifier(name()).registerWith(update);
}
