Example #1
0
 private List<BootstrapHelper<ZeroInflationTermStructure>> makeHelpers(Datum[] iiData, int N,
                                           ZeroInflationIndex ii, Period observationLag,
                                           Calendar calendar,
                                           BusinessDayConvention bdc,
                                           DayCounter dc)
 {
    List <BootstrapHelper<ZeroInflationTermStructure>> instruments = new  List<BootstrapHelper<ZeroInflationTermStructure>>();
    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<ZeroInflationTermStructure> anInstrument = new ZeroCouponInflationSwapHelper(quote, observationLag, maturity,
                 calendar, bdc, dc, ii);
       instruments.Add(anInstrument);
    }
    return instruments;
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwapHelper obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }