/// <summary> /// Initializes a new instance of the <see cref="CreditAssetQuote"/> 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="dates">The dates.</param> /// <param name="dfs">The DFS.</param> /// <param name="tolerance">The tolerance.</param> public CreditAssetQuote(IPriceableCreditAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation, bool extrapolation, IList <DateTime> dates, double[] dfs, double tolerance)//TODO add tolerance/accuracy. { _priceableAsset = priceableAsset; _baseDate = baseDate; _dates = dates; _dfs = dfs; _interpolationMethod = interpolation; _extrapolation = extrapolation; _cTolerance = tolerance; }
/// <summary> /// Initializes a new instance of the <see cref="CreditAssetQuote"/> 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="dates">The dates.</param> /// <param name="dfs">The DFS.</param> public CreditAssetQuote(IPriceableCreditAssetController priceableAsset, DateTime baseDate, InterpolationMethod interpolation, bool extrapolation, IList <DateTime> dates, double[] dfs) : this(priceableAsset, baseDate, interpolation, extrapolation, dates, dfs, 0.0000001d) { }