// we may watch an underlying coupon ...
public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying,
double? cap = null,
double? floor = null)
:base(underlying.date(),
underlying.nominal(),
underlying.accrualStartDate(),
underlying.accrualEndDate(),
underlying.fixingDays(),
underlying.yoyIndex(),
underlying.observationLag(),
underlying.dayCounter(),
underlying.gearing(),
underlying.spread(),
underlying.refPeriodStart,
underlying.refPeriodEnd)
{
underlying_ = underlying;
isFloored_ = false;
isCapped_ = false;
setCommon(cap, floor);
underlying.registerWith(update);
}
// we may watch an underlying coupon ...
public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying,
double?cap = null,
double?floor = null)
: base(underlying.date(),
underlying.nominal(),
underlying.accrualStartDate(),
underlying.accrualEndDate(),
underlying.fixingDays(),
underlying.yoyIndex(),
underlying.observationLag(),
underlying.dayCounter(),
underlying.gearing(),
underlying.spread(),
underlying.referencePeriodStart,
underlying.referencePeriodEnd)
{
underlying_ = underlying;
isFloored_ = false;
isCapped_ = false;
setCommon(cap, floor);
underlying.registerWith(update);
}
public CappedFlooredYoYInflationCoupon(YoYInflationCoupon underlying, double?cap, double?floor)
: this(underlying.Date, underlying.nominal(), underlying.accrualStartDate(), underlying.accrualEndDate(), underlying.fixingDays(), underlying.yoyIndex(), underlying.observationLag(), underlying.dayCounter(), underlying.gearing(), underlying.spread(), null, null, underlying.refPeriodStart, underlying.refPeriodEnd)
{
underlying_ = underlying;
setCommon(cap, floor);
underlying.registerWith(update);
}