public virtual void Build()
{
_fixedCalendar = Parsers.ParseCalendar(_strFixedCalendar);
_fixedFrequency = Parsers.ParseFrequency(_strFixedFrequency);
_fixedConvention = Parsers.ParseBusinessDayConvention(_strFixedConvention);
_fixedDayCounter = Parsers.ParseDayCounter(_strFixedDayCounter);
_index = Parsers.ParseIborIndex(_strIndex);
if (_hasSubPeriod)
{
_floatFrequency = Parsers.ParseFrequency(_strFloatFrequency);
//_subPeriodsCouponType = Parsers.ParseSubPeriodsCouponType(_strSubPeriodsCouponType);
}
else
{
_floatFrequency = Frequency.NoFrequency;
//_subPeriodsCouponType = QuantExt::SubPeriodsCoupon::Compounding;
}
}
public virtual void Build()
{
_dayCounter = Parsers.ParseDayCounter(_strDayCounter);
_compounding = _strCompounding == string.Empty ? QLNet.Compounding.Continuous : Parsers.ParseCompounding(_strCompounding);
_compoundingFrequency = _strCompoundingFrequency == string.Empty ? Frequency.Annual : Parsers.ParseFrequency(_strCompoundingFrequency);
if (_tenorBased)
{
_tenorCalendar = Parsers.ParseCalendar(_strTenorCalendar);
_spotLag = Convert.ToInt32(_strSpotLag);
_spotCalendar = Parsers.ParseCalendar(_strSpotCalendar);
_rollConvention = Parsers.ParseBusinessDayConvention(_strRollConvention);
_eom = Parsers.ParseBool(_strEom);
}
}
public virtual void Build()
{
// First check that we have an overnight index.
_index = (OvernightIndex)Parsers.ParseIborIndex(_strIndex);
Utils.QL_REQUIRE(_index != null, () => "The index string, " + _strIndex + ", does not represent an overnight index.");
_spotLag = Parsers.ParseInteger(_strSpotLag);
_fixedDayCounter = Parsers.ParseDayCounter(_strFixedDayCounter);
_paymentLag = _strPaymentLag == string.Empty ? 0 : Parsers.ParseInteger(_strPaymentLag);
_eom = _strEom == string.Empty ? false : Parsers.ParseBool(_strEom);
_fixedFrequency = _strFixedFrequency == string.Empty ? Frequency.Annual : Parsers.ParseFrequency(_strFixedFrequency);
_fixedConvention = _strFixedConvention == string.Empty ? BusinessDayConvention.Following : Parsers.ParseBusinessDayConvention(_strFixedConvention);
_fixedPaymentConvention = _strFixedPaymentConvention == string.Empty ? BusinessDayConvention.Following : Parsers.ParseBusinessDayConvention(_strFixedPaymentConvention);
//_rule = _strRule == string.Empty ? DateGeneration.Rule.Backward : Parsers.ParseDateGenerationRule(_strRule);
}