/// <summary> /// Initializes a new instance of the <see cref="PriceableBasisSwap"/> class. /// </summary> /// <param name="baseDate">The base date.</param> /// <param name="nodeStruct">The nodeStruct.</param> /// <param name="fixingCalendar">The fixing Calendar</param> /// <param name="paymentCalendar">The payment Calendar.</param> /// <param name="spread">The spread.</param> public PriceableBasisSwap(DateTime baseDate, BasisSwapNodeStruct nodeStruct, IBusinessCalendar fixingCalendar, IBusinessCalendar paymentCalendar, BasicQuotation spread) : base(baseDate, nodeStruct.MarginLeg, nodeStruct.SpotDate, nodeStruct.MarginLegCalculation, nodeStruct.MarginLegDateAdjustments, nodeStruct.MarginLegRateIndex, fixingCalendar, paymentCalendar, spread) { BaseLegRateIndex = nodeStruct.BaseLegRateIndex; MarketQuote = GetSpread(spread); }
/// <summary> /// Initializes a new instance of the <see cref="PriceableXccyBasisSwap"/> class. /// </summary> /// <param name="baseDate">The base date.</param> /// <param name="nodeStruct">The nodeStruct.</param> /// <param name="fixingCalendar">The fixing Calendar</param> /// <param name="paymentCalendar">The payment Calendar.</param> /// <param name="spread">The spread.</param> public PriceableXccyBasisSwap(DateTime baseDate, BasisSwapNodeStruct nodeStruct, IBusinessCalendar fixingCalendar, IBusinessCalendar paymentCalendar, BasicQuotation spread) : base(baseDate, nodeStruct, fixingCalendar, paymentCalendar, spread) { }