public Schedule(DateTime asOf, string startTenor, string endTenor, DayCount dayCount, DayRule dayRule)
{
DateTime startDate = DateHandling.AddTenor(asOf, startTenor, dayRule);
DateTime endDate = DateHandling.AddTenor(startDate, endTenor, dayRule);
SetValues(asOf, startDate, endDate, dayCount, dayRule);
}
public Deposit(DateTime asOf, string startTenor, string endTenor, string settlementLag, double fixedRate, DayCount dayCount, DayRule dayRule, double notional, int tradeSign)
{
AsOf = asOf;
StartDate = DateHandling.AddTenorAdjust(asOf, startTenor, dayRule);
StartDate = DateHandling.AddTenorAdjust(StartDate, settlementLag, dayRule);
EndDate = DateHandling.AddTenor(StartDate, endTenor, dayRule);
Notional = notional;
TradeSign = tradeSign;
FixedRate = fixedRate;
DayRule = dayRule;
DayCount = dayCount;
}
