/// <summary>Gets a mutable Swap Market convention template which is initially filled with values of
/// the current instance, i.e. with some standard conventions.
/// </summary>
/// <returns>A mutable (inflation-linked) Swap Market convention template.</returns>
public InflationMarketConventions.InflationSwapConventions GetMutableTemplate()
{
InflationMarketConventions.InflationSwapConventions marketConventions = new InflationMarketConventions.InflationSwapConventions();
marketConventions.SetStandardBusinessDaysToSettle(BusinessDaysToSettle);
marketConventions.SetStandardFixedBusinessDayConvention(FixedBusinessDayConvention);
marketConventions.SetStandardFixedDayCountConvention(FixedDayCountConvention);
marketConventions.SetStandardFixedFrequency(FixedFrequency);
marketConventions.SetStandardFloatingBusinessDayConvention(FloatingBusinessDayConvention);
marketConventions.SetStandardFloatingDayCountConvention(FloatingDayCountConvention);
marketConventions.SetStandardFloatingFrequency(FloatingFrequency);
return(marketConventions);
}
/// <summary>Initializes a new instance of the <see cref="InflationSwapConventions"/> class.
/// </summary>
/// <param name="swapMarketConventions">The swap market conventions.</param>
public InflationSwapConventions(InflationMarketConventions.InflationSwapConventions swapMarketConventions)
{
if (swapMarketConventions == null)
{
throw new ArgumentNullException("swapMarketConventions");
}
if (swapMarketConventions.IsCompletelyDefined == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Inflation-linked Swap market conventions"), "swapMarketConventions");
}
BusinessDaysToSettle = swapMarketConventions.BusinessDaysToSettle.Value;
FixedBusinessDayConvention = swapMarketConventions.FixedBusinessDayConvention;
FixedDayCountConvention = swapMarketConventions.FixedDayCountConvention;
FixedFrequency = swapMarketConventions.FixedFrequency;
FloatingBusinessDayConvention = swapMarketConventions.FloatingBusinessDayConvention;
FloatingDayCountConvention = swapMarketConventions.FloatingDayCountConvention;
FloatingFrequency = swapMarketConventions.FloatingFrequency;
}