예제 #1
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            Bond.Arguments arguments = args as Bond.Arguments;
            Utils.QL_REQUIRE(arguments != null, () => "wrong argument type");

            arguments.settlementDate = settlementDate();
            arguments.cashflows      = cashflows_;
            arguments.calendar       = calendar_;
        }
        public override void setupArguments(IPricingEngineArguments args)
        {
            Bond.Arguments arguments = args as Bond.Arguments;
            if (args == null)
            {
                throw new ApplicationException("wrong argument type");
            }

            arguments.settlementDate = settlementDate();
            arguments.cashflows      = cashflows_;
            arguments.calendar       = calendar_;
        }