public InflationCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InflationIndex index,
Period observationLag,
DayCounter dayCounter,
Date refPeriodStart,
Date refPeriodEnd)
: base(nominal, paymentDate, startDate, endDate, refPeriodStart, refPeriodEnd) // ref period is before lag
{
index_ = index;
observationLag_ = observationLag;
dayCounter_= dayCounter;
fixingDays_ = fixingDays;
index_.registerWith(update);
Settings.registerWith(update);
}
public InflationCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InflationIndex index,
Period observationLag,
DayCounter dayCounter,
Date refPeriodStart,
Date refPeriodEnd)
: base(nominal, paymentDate, startDate, endDate, refPeriodStart, refPeriodEnd) // ref period is before lag
{
index_ = index;
observationLag_ = observationLag;
dayCounter_ = dayCounter;
fixingDays_ = fixingDays;
index_.registerWith(update);
Settings.registerWith(update);
}
