Example #1
0
 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="cashParYieldPricer">  the pricer for cash par yield </param>
 /// <param name="physicalPricer">  the pricer for physical </param>
 /// <param name="paymentPricer">  the pricer for <seealso cref="Payment"/> </param>
 public SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer cashParYieldPricer, SabrSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer)
 {
     this.cashParYieldPricer = ArgChecker.notNull(cashParYieldPricer, "cashParYieldPricer");
     this.physicalPricer     = ArgChecker.notNull(physicalPricer, "physicalPricer");
     this.paymentPricer      = ArgChecker.notNull(paymentPricer, "paymentPricer");
 }