Exemplo n.º 1
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 /// <summary>
 /// Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
 /// </summary>
 /// <param name="formula">  the accrual on default formulae </param>
 /// <param name="arbHandling">  the arbitrage handling </param>
 public FastCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling) : base(formula, arbHandling)
 {
 }
 protected internal IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)
 {
     this.arbHandling = ArgChecker.notNull(arbHandling, "arbHandling");
     this.formula     = ArgChecker.notNull(formula, "formula");
     this.tradePricer = new IsdaCdsTradePricer(formula);
 }