// we may watch an underlying coupon ...
    public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying,
                                           double? cap = null,
                                           double? floor = null)
       :base(underlying.date(),
             underlying.nominal(),
             underlying.accrualStartDate(),
             underlying.accrualEndDate(),
             underlying.fixingDays(),
             underlying.yoyIndex(),
             underlying.observationLag(),
             underlying.dayCounter(),
             underlying.gearing(),
             underlying.spread(),
             underlying.refPeriodStart,
             underlying.refPeriodEnd)
 
    {
       underlying_ = underlying;
       isFloored_ = false;
       isCapped_ = false;
       setCommon(cap, floor);
       underlying.registerWith(update);
    }
Exemple #2
0
        // we may watch an underlying coupon ...
        public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying,
                                               double?cap   = null,
                                               double?floor = null)
            : base(underlying.date(),
                   underlying.nominal(),
                   underlying.accrualStartDate(),
                   underlying.accrualEndDate(),
                   underlying.fixingDays(),
                   underlying.yoyIndex(),
                   underlying.observationLag(),
                   underlying.dayCounter(),
                   underlying.gearing(),
                   underlying.spread(),
                   underlying.referencePeriodStart,
                   underlying.referencePeriodEnd)

        {
            underlying_ = underlying;
            isFloored_  = false;
            isCapped_   = false;
            setCommon(cap, floor);
            underlying.registerWith(update);
        }
Exemple #3
0
 public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying, double?cap, double?floor)
     : this(underlying.Date, underlying.nominal(), underlying.accrualStartDate(), underlying.accrualEndDate(), underlying.fixingDays(), underlying.yoyIndex(), underlying.observationLag(), underlying.dayCounter(), underlying.gearing(), underlying.spread(), null, null, underlying.refPeriodStart, underlying.refPeriodEnd)
 {
     underlying_ = underlying;
     setCommon(cap, floor);
     underlying.registerWith(update);
 }