Esempio n. 1
0
        /// <summary>
        /// Builds this instance and retruns the underlying instrument associated with the controller
        /// </summary>
        /// <returns></returns>
        public Swaption Build()
        {
            var premium  = MapToPayments(PremiumPayments); //MoneyHelper.GetAmount(Premium, PremiumCurrency);
            var swaption = SwaptionFactory.Create(Swap.Build(), premium, Exercise, AutomaticExcercise);

            return(swaption);
        }