예제 #1
0
 /// <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);
 }