C# (CSharp) QLCore Calendar Examples

Example #1

File: T_CatBonds.cs Project: OpenDerivatives/QLCore

 // setup
 public CommonVars()
 {
     calendar = new TARGET();
     today    = calendar.adjust(Date.Today);
     Settings.Instance.setEvaluationDate(today);
     faceAmount = 1000000.0;
 }