/// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="futurePricer">  the pricer for <seealso cref="IborFutureOption"/> </param>
 public NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer futurePricer)
 {
     this.futurePricer = ArgChecker.notNull(futurePricer, "futurePricer");
 }
コード例 #2
0
 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="productPricer">  the pricer for <seealso cref="ResolvedIborFuture"/> </param>
 public DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer productPricer)
 {
     this.productPricer = ArgChecker.notNull(productPricer, "productPricer");
 }