/// <summary> /// Initializes a new instance of the <see cref="RateAssetQuote"/> class. /// </summary> /// <param name="priceableAsset">The priceable asset.</param> /// <param name="baseDate">The base date.</param> /// <param name="interpolation">The interpolation.</param> /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param> /// <param name="dfs">The discount factors.</param> /// <param name="baseCurve">The base curve i.e. the OIS discount curve.</param> /// <param name="tolerance">The tolerance.</param> public ClearedRateAssetQuote(IPriceableClearedRateAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation, bool extrapolation, IDictionary <DateTime, double> dfs, IInterpolatedSpace baseCurve, double tolerance) { PriceableClearedRateAsset = priceableAsset; BaseCurve = baseCurve; BaseDate = baseDate; Dfs = dfs; InterpolationMethod = interpolation; Extrapolation = extrapolation; Tolerance = tolerance; Quote = MarketQuoteHelper.NormalisePriceUnits(priceableAsset.MarketQuote, "DecimalRate").value; }
/// <summary> /// Initializes a new instance of the <see cref="RateAssetQuote"/> class. /// </summary> /// <param name="priceableAsset">The priceable asset.</param> /// <param name="baseDate">The base date.</param> /// <param name="interpolation">The interpolation.</param> /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param> /// <param name="dfs">The discount factors.</param> /// <param name="baseCurve">The base curve i.e. the OIS discount curve.</param> public ClearedRateAssetQuote(IPriceableClearedRateAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation, bool extrapolation, IDictionary <DateTime, double> dfs, IInterpolatedSpace baseCurve) : this(priceableAsset, baseDate, interpolation, extrapolation, dfs, baseCurve, DefaultTolerance) { }