fixingDays() public method

public fixingDays ( ) : int
return int
Exemplo n.º 1
0
        // constructors
        public FloatingRateCoupon(Date paymentDate,
                                  double nominal,
                                  Date startDate,
                                  Date endDate,
                                  int fixingDays,
                                  InterestRateIndex index,
                                  double gearing        = 1.0,
                                  double spread         = 0.0,
                                  Date refPeriodStart   = null,
                                  Date refPeriodEnd     = null,
                                  DayCounter dayCounter = null,
                                  bool isInArrears      = false)
            : base(paymentDate, nominal, startDate, endDate, refPeriodStart, refPeriodEnd)
        {
            index_       = index;
            dayCounter_  = dayCounter ?? new DayCounter();
            fixingDays_  = fixingDays == default(int) ? index.fixingDays() : fixingDays;
            gearing_     = gearing;
            spread_      = spread;
            isInArrears_ = isInArrears;

            if (gearing_.IsEqual(0))
            {
                throw new ArgumentException("Null gearing not allowed");
            }

            if (dayCounter_.empty())
            {
                dayCounter_ = index_.dayCounter();
            }

            // add as observer
            index_.registerWith(update);
            Settings.registerWith(update);
        }
Exemplo n.º 2
0
      // constructors
      public FloatingRateCoupon(double nominal, 
                                Date paymentDate, 
                                Date startDate, 
                                Date endDate, 
                                int fixingDays, 
                                InterestRateIndex index,
                                double gearing = 1.0, 
                                double spread = 0.0, 
                                Date refPeriodStart = null, 
                                Date refPeriodEnd = null, 
                                DayCounter dayCounter = null, 
                                bool isInArrears = false) 
         : base(nominal, paymentDate, startDate, endDate, refPeriodStart, refPeriodEnd)
      {
         index_ = index;
         dayCounter_ = dayCounter == null ? new DayCounter() : dayCounter ;
         fixingDays_ = fixingDays == default(int) ? index.fixingDays() : fixingDays;
         gearing_ = gearing;
         spread_ = spread;
         isInArrears_ = isInArrears;

         if (gearing_ == 0) throw new ArgumentException("Null gearing not allowed");

         if (dayCounter_.empty())
            dayCounter_ = index_.dayCounter();

         // add as observer
         index_.registerWith(update);
         Settings.registerWith(update);
      }