Exemple #1
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 public ZSpread(ListTermCashflowSet cashFlowSet, decimal nominal)
 {
     this.cashFlowSet = cashFlowSet;
     this.nominal     = nominal;
     days             = cashFlowSet.termType == Term.YearlyEffective ? 365 :
                        cashFlowSet.termType == Term.MonthlyEffective ? 30 : 0;
 }
Exemple #2
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 public ZSpreadSpecificAnnuity(ListTermCashflowSet cashFlowSet, int days)
 {
     this.cashFlowSet = cashFlowSet;
     this.days        = days;
 }