コード例 #1
0
 /// <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;
 }
コード例 #2
0
 /// <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)
 {
 }