public Euribor365(Period tenor, Handle <YieldTermStructure> h)
: base("Euribor365", tenor,
2, // settlement days
new EURCurrency(), new TARGET(), Utils.euriborConvention(tenor), Utils.euriborEOM(tenor),
new Actual365Fixed(), h)
{
Utils.QL_REQUIRE(this.tenor().units() != TimeUnit.Days, () =>
"for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used");
}
public Euribor(Period tenor, Handle <YieldTermStructure> h) :
base("Euribor", tenor, 2, // settlementDays
new EURCurrency(), new TARGET(),
Utils.euriborConvention(tenor), Utils.euriborEOM(tenor),
new Actual360(), h)
{
if (this.tenor().units() == TimeUnit.Days)
{
throw new ApplicationException("for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used");
}
}
