public FloatingLoan value()
{
Schedule floatingSchedule = new Schedule(startDate_, endDate_, new Period(frequency_),
calendar_, convention_, convention_, rule_, endOfMonth_);
Period principalPeriod = amortising_ == Loan.Amortising.Bullet ?
new Period(Frequency.Once) :
new Period(frequency_);
Schedule principalSchedule = new Schedule(startDate_, endDate_, principalPeriod,
calendar_, convention_, convention_, rule_, endOfMonth_);
FloatingLoan fl = new FloatingLoan(type_, nominal_, floatingSchedule, spread_, dayCounter_,
principalSchedule, convention_, index_);
return(fl);
}
public FloatingLoan value()
{
Schedule floatingSchedule = new Schedule(startDate_, endDate_, new Period(frequency_),
calendar_, convention_, convention_, rule_, endOfMonth_);
Period principalPeriod = amortising_ == Loan.Amortising.Bullet ?
new Period(Frequency.Once) :
new Period(frequency_);
Schedule principalSchedule = new Schedule(startDate_, endDate_, principalPeriod,
calendar_, convention_, convention_, rule_, endOfMonth_);
FloatingLoan fl = new FloatingLoan(type_, nominal_, floatingSchedule, spread_, dayCounter_,
principalSchedule, convention_,index_);
return fl;
}
