public override string name() { string res = familyName_; if (tenor_ == new Period(1, TimeUnit.Days)) { if (fixingDays_ == 0) { res += "ON"; } else if (fixingDays_ == 1) { res += "TN"; } else if (fixingDays_ == 2) { res += "SN"; } else { res += tenor_.ToShortString(); } } else { res += tenor_.ToShortString(); } res = res + " " + dayCounter_.Name; return(res); }
protected InterestRateIndex(string familyName, Period tenor, int fixingDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter) { familyName_ = familyName; tenor_ = tenor; fixingDays_ = fixingDays; currency_ = currency; dayCounter_ = dayCounter; fixingCalendar_ = fixingCalendar; tenor_.normalize(); string res = familyName_; if (tenor_ == new Period(1, TimeUnit.Days)) { if (fixingDays_ == 0) { res += "ON"; } else if (fixingDays_ == 1) { res += "TN"; } else if (fixingDays_ == 2) { res += "SN"; } else { res += tenor_.ToShortString(); } } else { res += tenor_.ToShortString(); } res = res + " " + dayCounter_.name(); name_ = res; Settings.registerWith(update); // recheck IndexManager.instance().notifier(name()).registerWith(update); }