/// <summary>Gets a mutable Swap Market convention template which is initially filled with values of /// the current instance, i.e. with some standard conventions. /// </summary> /// <returns>A mutable (inflation-linked) Swap Market convention template.</returns> public InflationMarketConventions.InflationSwapConventions GetMutableTemplate() { InflationMarketConventions.InflationSwapConventions marketConventions = new InflationMarketConventions.InflationSwapConventions(); marketConventions.SetStandardBusinessDaysToSettle(BusinessDaysToSettle); marketConventions.SetStandardFixedBusinessDayConvention(FixedBusinessDayConvention); marketConventions.SetStandardFixedDayCountConvention(FixedDayCountConvention); marketConventions.SetStandardFixedFrequency(FixedFrequency); marketConventions.SetStandardFloatingBusinessDayConvention(FloatingBusinessDayConvention); marketConventions.SetStandardFloatingDayCountConvention(FloatingDayCountConvention); marketConventions.SetStandardFloatingFrequency(FloatingFrequency); return(marketConventions); }
/// <summary>Initializes a new instance of the <see cref="InflationSwapConventions"/> class. /// </summary> /// <param name="swapMarketConventions">The swap market conventions.</param> public InflationSwapConventions(InflationMarketConventions.InflationSwapConventions swapMarketConventions) { if (swapMarketConventions == null) { throw new ArgumentNullException("swapMarketConventions"); } if (swapMarketConventions.IsCompletelyDefined == false) { throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Inflation-linked Swap market conventions"), "swapMarketConventions"); } BusinessDaysToSettle = swapMarketConventions.BusinessDaysToSettle.Value; FixedBusinessDayConvention = swapMarketConventions.FixedBusinessDayConvention; FixedDayCountConvention = swapMarketConventions.FixedDayCountConvention; FixedFrequency = swapMarketConventions.FixedFrequency; FloatingBusinessDayConvention = swapMarketConventions.FloatingBusinessDayConvention; FloatingDayCountConvention = swapMarketConventions.FloatingDayCountConvention; FloatingFrequency = swapMarketConventions.FloatingFrequency; }