private List<BootstrapHelper<YoYInflationTermStructure>> makeHelpers( Datum[] iiData, int N,
YoYInflationIndex ii, Period observationLag,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dc )
{
List<BootstrapHelper<YoYInflationTermStructure>> instruments = new List<BootstrapHelper<YoYInflationTermStructure>>();
for ( int i = 0; i < N; i++ )
{
Date maturity = iiData[i].date;
Handle<Quote> quote = new Handle<Quote>( new SimpleQuote( iiData[i].rate / 100.0 ) );
BootstrapHelper<YoYInflationTermStructure> anInstrument = new YearOnYearInflationSwapHelper( quote, observationLag, maturity,
calendar, bdc, dc, ii );
instruments.Add( anInstrument );
}
return instruments;
}
private List <BootstrapHelper <YoYInflationTermStructure> > makeHelpers(Datum[] iiData, int N,
YoYInflationIndex ii, Period observationLag,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dc)
{
List <BootstrapHelper <YoYInflationTermStructure> > instruments = new List <BootstrapHelper <YoYInflationTermStructure> >();
for (int i = 0; i < N; i++)
{
Date maturity = iiData[i].date;
Handle <Quote> quote = new Handle <Quote>(new SimpleQuote(iiData[i].rate / 100.0));
BootstrapHelper <YoYInflationTermStructure> anInstrument = new YearOnYearInflationSwapHelper(quote, observationLag, maturity,
calendar, bdc, dc, ii);
instruments.Add(anInstrument);
}
return(instruments);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(YearOnYearInflationSwapHelper obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(YearOnYearInflationSwapHelper obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
