Example #1
0
        public CommercialPaper value()
        {
            Schedule fixedSchedule = new Schedule(startDate_, endDate_, new Period(frequency_),
                                                  calendar_, convention_, convention_, rule_, endOfMonth_);

            Period principalPeriod = amortising_ == Loan.Amortising.Bullet ?
                                     new Period(Frequency.Once) :
                                     new Period(frequency_);

            Schedule principalSchedule = new Schedule(startDate_, endDate_, principalPeriod,
                                                      calendar_, convention_, convention_, rule_, endOfMonth_);

            CommercialPaper fl = new CommercialPaper(type_, nominal_, fixedSchedule, fixedRate_, dayCounter_,
                                                     principalSchedule, convention_);

            return(fl);
        }
Example #2
0
        public CommercialPaper value()
        {
            Schedule fixedSchedule = new Schedule(startDate_, endDate_, new Period(frequency_),
                                  calendar_, convention_, convention_, rule_, endOfMonth_);

             Period principalPeriod = amortising_ == Loan.Amortising.Bullet ?
                                  new Period(Frequency.Once) :
                                  new Period(frequency_);

             Schedule principalSchedule = new Schedule(startDate_, endDate_, principalPeriod,
                                  calendar_, convention_, convention_, rule_, endOfMonth_);

             CommercialPaper fl = new CommercialPaper(type_, nominal_, fixedSchedule, fixedRate_, dayCounter_,
                                     principalSchedule, convention_);
             return fl;
        }