/// <summary>
/// Initializes a new instance of the <see cref="PriceableBasisSwap"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="nodeStruct">The nodeStruct.</param>
/// <param name="fixingCalendar">The fixing Calendar</param>
/// <param name="paymentCalendar">The payment Calendar.</param>
/// <param name="spread">The spread.</param>
public PriceableBasisSwap(DateTime baseDate, BasisSwapNodeStruct nodeStruct, IBusinessCalendar fixingCalendar,
IBusinessCalendar paymentCalendar, BasicQuotation spread)
: base(baseDate, nodeStruct.MarginLeg, nodeStruct.SpotDate, nodeStruct.MarginLegCalculation, nodeStruct.MarginLegDateAdjustments,
nodeStruct.MarginLegRateIndex, fixingCalendar, paymentCalendar, spread)
{
BaseLegRateIndex = nodeStruct.BaseLegRateIndex;
MarketQuote = GetSpread(spread);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableXccyBasisSwap"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="nodeStruct">The nodeStruct.</param>
/// <param name="fixingCalendar">The fixing Calendar</param>
/// <param name="paymentCalendar">The payment Calendar.</param>
/// <param name="spread">The spread.</param>
public PriceableXccyBasisSwap(DateTime baseDate, BasisSwapNodeStruct nodeStruct,
IBusinessCalendar fixingCalendar,
IBusinessCalendar paymentCalendar, BasicQuotation spread)
: base(baseDate, nodeStruct, fixingCalendar, paymentCalendar, spread)
{
}
