public MakeCms(Period swapTenor,
SwapIndex swapIndex,
double iborSpread = 0.0,
Period forwardStart = null,
Date maturityDate = null)
{
swapTenor_ = swapTenor;
swapIndex_ = swapIndex;
iborIndex_ = swapIndex.iborIndex();
iborSpread_ = iborSpread;
iborCap_ = null;
iborFloor_ = null;
useAtmSpread_ = false;
forwardStart_ = forwardStart ?? new Period(0, TimeUnit.Days);
cmsSpread_ = 0.0;
cmsGearing_ = 1.0;
cmsCap_ = null;
cmsFloor_ = null;
effectiveDate_ = null;
cmsCalendar_ = swapIndex.fixingCalendar();
floatCalendar_ = iborIndex_.fixingCalendar();
payCms_ = true;
nominal_ = 1.0;
maturityDate_ = maturityDate;
cmsTenor_ = new Period(3, TimeUnit.Months);
floatTenor_ = iborIndex_.tenor();
cmsConvention_ = BusinessDayConvention.ModifiedFollowing;
cmsTerminationDateConvention_ = BusinessDayConvention.ModifiedFollowing;
floatConvention_ = iborIndex_.businessDayConvention();
floatTerminationDateConvention_ = iborIndex_.businessDayConvention();
cmsRule_ = DateGeneration.Rule.Backward;
floatRule_ = DateGeneration.Rule.Backward;
cmsEndOfMonth_ = false;
floatEndOfMonth_ = false;
cmsFirstDate_ = null;
cmsNextToLastDate_ = null;
floatFirstDate_ = null;
floatNextToLastDate_ = null;
cmsDayCount_ = new Actual360();
floatDayCount_ = iborIndex_.dayCounter();
engine_ = new DiscountingSwapEngine(swapIndex.forwardingTermStructure());
}
