public FlatForward(int settlementDays, Calendar calendar, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency) :
base(settlementDays, calendar, dayCounter)
{
forward_ = forward;
compounding_ = compounding;
frequency_ = frequency;
forward_.registerWith(update);
}
public FlatForward(Date referenceDate, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency) :
base(referenceDate, new Calendar(), dayCounter)
{
forward_ = forward;
compounding_ = compounding;
frequency_ = frequency;
forward_.registerWith(update);
}
public FlatForward(Date referenceDate, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
: base(referenceDate, new Calendar(), dayCounter)
{
forward_ = forward;
compounding_ = compounding;
frequency_ = frequency;
forward_.registerWith(update);
}
public ZeroSpreadedTermStructure(Handle<YieldTermStructure> h, Quote spread, Compounding comp, Frequency freq, DayCounter dc) {
originalCurve_ = h;
spread_ = spread;
comp_ = comp;
freq_ = freq;
dc_ = dc;
//QL_REQUIRE(h->dayCounter()==dc_,
// "spread daycounter (" << dc_ <<
// ") must be the same of the curve to be spreaded (" <<
// originalCurve_->dayCounter() <<
// ")");
originalCurve_.registerWith(update);
spread_.registerWith(update);
}
public ZeroSpreadedTermStructure(Handle <YieldTermStructure> h, Quote spread, Compounding comp, Frequency freq, DayCounter dc)
{
originalCurve_ = h;
spread_ = spread;
comp_ = comp;
freq_ = freq;
dc_ = dc;
//QL_REQUIRE(h->dayCounter()==dc_,
// "spread daycounter (" << dc_ <<
// ") must be the same of the curve to be spreaded (" <<
// originalCurve_->dayCounter() <<
// ")");
originalCurve_.registerWith(update);
spread_.registerWith(update);
}
public FlatForward(int settlementDays, Calendar calendar, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
: base(settlementDays, calendar, dayCounter)
{
forward_ = forward;
compounding_ = compounding;
frequency_ = frequency;
forward_.registerWith(update);
}