public ZSpread(ListTermCashflowSet cashFlowSet, decimal nominal)
{
this.cashFlowSet = cashFlowSet;
this.nominal = nominal;
days = cashFlowSet.termType == Term.YearlyEffective ? 365 :
cashFlowSet.termType == Term.MonthlyEffective ? 30 : 0;
}
public ZSpreadSpecificAnnuity(ListTermCashflowSet cashFlowSet, int days)
{
this.cashFlowSet = cashFlowSet;
this.days = days;
}