/// <summary>
/// Initializes a new instance of the <see cref="RateAssetQuote"/> class.
/// </summary>
/// <param name="priceableAsset">The priceable asset.</param>
/// <param name="referenceCurve">The reference curve.</param>
/// <param name="baseDate">The base date.</param>
/// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
/// <param name="dfs">The DFS.</param>
/// <param name="tolerance">The tolerance.</param>
public RateSpreadAssetQuote(IPriceableRateSpreadAssetController priceableAsset,
IRateCurve referenceCurve, DateTime baseDate,
bool extrapolation, IDictionary <DateTime, double> dfs, double tolerance)
{
PriceableAsset = priceableAsset;
BaseDate = baseDate;
Dfs = dfs;
Extrapolation = extrapolation;
Tolerance = tolerance;
BaseCurve = referenceCurve;
SpreadQuote = MarketQuoteHelper.NormalisePriceUnits(PriceableAsset.MarketQuote, "DecimalRate").value;
BaseQuote = PriceableAsset.CalculateImpliedQuote(BaseCurve);
}
/// <summary>
/// Initializes a new instance of the <see cref="RateSpreadAssetQuote"/> class.
/// </summary>
/// <param name="priceableAsset">The priceable asset.</param>
/// <param name="referenceCurve">The reference curve.</param>
/// <param name="baseDate">The base date.</param>
/// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
/// <param name="dfs">The DFS.</param>
public RateSpreadAssetQuote(IPriceableRateSpreadAssetController priceableAsset, IRateCurve referenceCurve, DateTime baseDate,
bool extrapolation, IDictionary <DateTime, double> dfs)
: this(priceableAsset, referenceCurve, baseDate, extrapolation, dfs, DefaultTolerance)
{
}
