public EURLibor(Period tenor, Handle <YieldTermStructure> h) : base("EURLibor", tenor, 2, new EURCurrency(), new JointCalendar(new UnitedKingdom(UnitedKingdom.Market.Exchange), new TARGET(), JointCalendar.JointCalendarRule.JoinHolidays), Utils.eurliborConvention(tenor), Utils.eurliborEOM(tenor), new Actual360(), h) { target_ = new TARGET(); Utils.QL_REQUIRE(this.tenor().units() != TimeUnit.Days, () => "for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used"); }
public DailyTenorEURLibor(int settlementDays, Handle <YieldTermStructure> h) : base("EURLibor", new Period(1, TimeUnit.Days), settlementDays, new EURCurrency(), new TARGET(), Utils.eurliborConvention(new Period(1, TimeUnit.Days)), Utils.eurliborEOM(new Period(1, TimeUnit.Days)), new Actual360(), h) { }