Exemplo n.º 1
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        public ProportionalNotionalRisk(EventPaymentOffset paymentOffset, double attachement, double exhaustion)
            : base(paymentOffset)
        {
            attachement_ = attachement;
            exhaustion_  = exhaustion;

            Utils.QL_REQUIRE(attachement < exhaustion, () => "exhaustion level needs to be greater than attachement");
        }
Exemplo n.º 2
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 public DigitalNotionalRisk(EventPaymentOffset paymentOffset, double threshold)
     : base(paymentOffset)
 {
     threshold_ = threshold;
 }
Exemplo n.º 3
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 protected NotionalRisk(EventPaymentOffset paymentOffset)
 {
     paymentOffset_ = paymentOffset;
 }