/// <summary> /// Creates an instance. /// </summary> /// <param name="tradePricer"> the pricer for <seealso cref="ResolvedSwaptionTrade"/> </param> /// <param name="sabrTradePricer"> the pricer for <seealso cref="ResolvedSwaptionTrade"/> SABR </param> internal SwaptionMeasureCalculations(VolatilitySwaptionTradePricer tradePricer, SabrSwaptionTradePricer sabrTradePricer) { this.tradePricer = ArgChecker.notNull(tradePricer, "tradePricer"); this.sabrTradePricer = ArgChecker.notNull(sabrTradePricer, "sabrTradePricer"); }
/// <summary> /// Creates an instance. /// <para> /// In most cases, applications should use the <seealso cref="#DEFAULT"/> instance. /// /// </para> /// </summary> /// <param name="tradePricer"> the pricer for <seealso cref="ResolvedSwaptionTrade"/> </param> /// <param name="sabrTradePricer"> the pricer for <seealso cref="ResolvedSwaptionTrade"/> SABR </param> public SwaptionTradeCalculations(VolatilitySwaptionTradePricer tradePricer, SabrSwaptionTradePricer sabrTradePricer) { this.calc = new SwaptionMeasureCalculations(tradePricer, sabrTradePricer); }