protected IsdaCompliantCreditCurveBuilder(AccrualOnDefaultFormulae formula)
{
_arbHandling = DEFAULT_ARBITRAGE_HANDLING;
_formula = formula;
}
protected IsdaCompliantCreditCurveBuilder(AccrualOnDefaultFormulae formula, ArbitrageHandling arbHandling)
{
_arbHandling = arbHandling;
_formula = formula;
}
protected IsdaCompliantCreditCurveBuilder()
{
_arbHandling = DEFAULT_ARBITRAGE_HANDLING;
_formula = DEFAULT_FORMULA;
}