public static void setCouponPricer(List <CashFlow> leg, FloatingRateCouponPricer pricer)
{
PricerSetter setter = new PricerSetter(pricer);
foreach (CashFlow cf in leg)
{
cf.accept(setter);
}
}
public static void setCouponPricers(List <CashFlow> leg, List <FloatingRateCouponPricer> pricers)
{
int nCashFlows = leg.Count;
Utils.QL_REQUIRE(nCashFlows > 0, () => "no cashflows");
int nPricers = pricers.Count;
Utils.QL_REQUIRE(nCashFlows >= nPricers, () =>
"mismatch between leg size (" + nCashFlows +
") and number of pricers (" + nPricers + ")");
for (int i = 0; i < nCashFlows; ++i)
{
PricerSetter setter = new PricerSetter(i < nPricers ? pricers[i] : pricers[nPricers - 1]);
leg[i].accept(setter);
}
}
