/// <summary>Adds the specified (interest rate) caplet tenor convention. /// </summary> /// <param name="value">The caplet tenor convention to add.</param> /// <returns>A value indicating whether <paramref name="value"/> has been added.</returns> public static ItemAddedState Add(IIRCapletTenorConvention value) { ItemAddedState state = sm_Pool.Add(value); //sm_Logger.Add_PoolItemState(state, (value != null) ? value.Name : null); return(state); }
/// <summary>Sets the standard caplet tenor convention and sets the <see cref="CapletTenorConventionState"/> to <see cref="ConventionState.StandardValue"/>. /// </summary> /// <param name="capletTenorConvention">The caplet tenor convention.</param> internal void SetStandardCapletTenorConvention(IIRCapletTenorConvention capletTenorConvention) { if (capletTenorConvention == null) { throw new ArgumentNullException("capletTenorConvention"); } m_CapletTenorConvention = capletTenorConvention; m_CapletTenorConventionState = ConventionState.StandardValue; }
/// <summary>Initializes a new instance of the <see cref="ReadOnlyMoneyMarketConventions"/> class. /// </summary> /// <param name="moneyMarketConventions">The money market conventions.</param> /// <exception cref="ArgumentNullException">Thrown, if <paramref name="moneyMarketConventions"/> is <c>null</c>.</exception> /// <exception cref="ArgumentException">Thrown, if <paramref name="moneyMarketConventions"/> is not completely defined.</exception> public ReadOnlyMoneyMarketConventions(MoneyMarketConventions moneyMarketConventions) { if (moneyMarketConventions == null) { throw new ArgumentNullException("moneyMarketConventions"); } if (moneyMarketConventions.IsCompletelyDefined == false) { throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Money market conventions"), "moneyMarketConventions"); } BusinessDayConvention = moneyMarketConventions.BusinessDayConvention; FixingLag = moneyMarketConventions.FixingLag; BusinessDaysToSettle = moneyMarketConventions.BusinessDaysToSettle.Value; CapletTenorConvention = moneyMarketConventions.CapletTenorConvention; DayCountConvention = moneyMarketConventions.DayCountConvention; FutureBasePointValue = moneyMarketConventions.FutureBasePointValue; LiborIndexName = moneyMarketConventions.LiborIndexName; LiborRateRoundingRule = moneyMarketConventions.LiborRateRoundingRule; }
/// <summary>Gets a specified (interest rate) caplet tenor convention. /// </summary> /// <param name="name">The name of the caplet tenor convention.</param> /// <param name="value">The value (output).</param> /// <returns>A value indicating whether <paramref name="value"/> contains valid data.</returns> public static bool TryGetValue(string name, out IIRCapletTenorConvention value) { return(sm_Pool.TryGetValue(name, out value)); }