public Schedule(DateTime asOf, string startTenor, string endTenor, DayCount dayCount, DayRule dayRule) { DateTime startDate = DateHandling.AddTenor(asOf, startTenor, dayRule); DateTime endDate = DateHandling.AddTenor(startDate, endTenor, dayRule); SetValues(asOf, startDate, endDate, dayCount, dayRule); }
public Deposit(DateTime asOf, string startTenor, string endTenor, string settlementLag, double fixedRate, DayCount dayCount, DayRule dayRule, double notional, int tradeSign) { AsOf = asOf; StartDate = DateHandling.AddTenorAdjust(asOf, startTenor, dayRule); StartDate = DateHandling.AddTenorAdjust(StartDate, settlementLag, dayRule); EndDate = DateHandling.AddTenor(StartDate, endTenor, dayRule); Notional = notional; TradeSign = tradeSign; FixedRate = fixedRate; DayRule = dayRule; DayCount = dayCount; }