public ProportionalNotionalRisk(EventPaymentOffset paymentOffset, double attachement, double exhaustion)
: base(paymentOffset)
{
attachement_ = attachement;
exhaustion_ = exhaustion;
Utils.QL_REQUIRE(attachement < exhaustion, () => "exhaustion level needs to be greater than attachement");
}
public DigitalNotionalRisk(EventPaymentOffset paymentOffset, double threshold)
: base(paymentOffset)
{
threshold_ = threshold;
}
protected NotionalRisk(EventPaymentOffset paymentOffset)
{
paymentOffset_ = paymentOffset;
}