Exemplo n.º 1
0
 /// <summary>
 /// Obtains a template based on the specified period, tenor and convention.
 /// <para>
 /// The period from the spot date to the start date is specified.
 ///
 /// </para>
 /// </summary>
 /// <param name="periodToStart">  the period between the spot date and the start date </param>
 /// <param name="tenor">  the tenor of the swap </param>
 /// <param name="convention">  the market convention </param>
 /// <returns> the template </returns>
 public static OvernightIborSwapTemplate of(Period periodToStart, Tenor tenor, OvernightIborSwapConvention convention)
 {
     return(OvernightIborSwapTemplate.builder().periodToStart(periodToStart).tenor(tenor).convention(convention).build());
 }
Exemplo n.º 2
0
 //-------------------------------------------------------------------------
 public virtual void test_builder_notEnoughData()
 {
     assertThrowsIllegalArg(() => OvernightIborSwapTemplate.builder().tenor(TENOR_2Y).build());
 }