private List<BootstrapHelper<ZeroInflationTermStructure>> makeHelpers(Datum[] iiData, int N,
ZeroInflationIndex ii, Period observationLag,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dc)
{
List <BootstrapHelper<ZeroInflationTermStructure>> instruments = new List<BootstrapHelper<ZeroInflationTermStructure>>();
for (int i = 0; i < N; i++)
{
Date maturity = iiData[i].date;
Handle<Quote> quote = new Handle<Quote>(new SimpleQuote(iiData[i].rate / 100.0));
BootstrapHelper<ZeroInflationTermStructure> anInstrument = new ZeroCouponInflationSwapHelper(quote, observationLag, maturity,
calendar, bdc, dc, ii);
instruments.Add(anInstrument);
}
return instruments;
}
private List <BootstrapHelper <ZeroInflationTermStructure> > makeHelpers(Datum[] iiData, int N,
ZeroInflationIndex ii, Period observationLag,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dc)
{
List <BootstrapHelper <ZeroInflationTermStructure> > instruments = new List <BootstrapHelper <ZeroInflationTermStructure> >();
for (int i = 0; i < N; i++)
{
Date maturity = iiData[i].date;
Handle <Quote> quote = new Handle <Quote>(new SimpleQuote(iiData[i].rate / 100.0));
BootstrapHelper <ZeroInflationTermStructure> anInstrument = new ZeroCouponInflationSwapHelper(quote, observationLag, maturity,
calendar, bdc, dc, ii);
instruments.Add(anInstrument);
}
return(instruments);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwapHelper obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwapHelper obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}