public PriceFactorList Factors; // temporary expedient
/// <summary>
/// Constructor.
/// </summary>
public CDOTopDownValuationParameters(DealCDO deal, PriceFactorList factors)
: base(deal, factors)
{
EL = factors.GetInterface <IExpectedLoss>(deal.Reference_Index);
RL = factors.GetInterface <IRealizedLoss>(deal.Reference_Index);
Factors = factors;
}
public PriceFactorList Factors; // temporary expedient
/// <summary>
/// Constructor.
/// </summary>
public CDOBottomUpValuationParameters(DealCDO deal, CDOValuationBottomUp valuation, PriceFactorList factors)
: base(deal, factors)
{
Factors = factors;
IndexCDO = factors.Get <IndexCDO>(deal.Reference_Index);
IndexCDO.SetPricer(new CDOPricer(valuation.Number_Of_Loss_Buckets, valuation.Number_Integration_Steps, valuation.Bucket_Type, !CalcUtils.IsTiny(deal.Spread), deal.Payoff_Is_Digital == YesNo.Yes, deal.Digital_Payoff_Percentage));
}
protected CDOValuationParameters(DealCDO deal, PriceFactorList factors)
{
DF = DiscountRate.Get(factors, InterestRateUtils.GetRateId(deal.Discount_Rate, deal.Currency));
X = factors.GetInterface <IFxRate>(deal.Currency);
}
