/// <summary>Sets the day count convention of the fixed rate leg and sets the <see cref="FixedDayCountConventionState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="fixedDayCountConvention">The day count convention of the fixed rate leg.</param>
 internal void SetStandardFixedDayCountConvention(IDayCountConvention fixedDayCountConvention)
 {
     if (fixedDayCountConvention == null)
     {
         throw new ArgumentNullException("fixedDayCountConvention");
     }
     m_FixedDayCountConvention      = fixedDayCountConvention;
     m_FixedDayCountConventionState = ConventionState.StandardValue;
 }
Пример #2
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 /// <summary>Sets the coupon frequency and sets the <see cref="CouponFrequencyState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="couponFrequency">The Bond coupon frequency.</param>
 internal void SetStandardCouponFrequency(IDateScheduleFrequency couponFrequency)
 {
     if (couponFrequency == null)
     {
         throw new ArgumentNullException("couponFrequency");
     }
     m_CouponFrequency      = couponFrequency;
     m_CouponFrequencyState = ConventionState.StandardValue;
 }
Пример #3
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 /// <summary>Sets the business day convention and sets the <see cref="BusinessDayConventionState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="businessDayConvention">The business day convention.</param>
 internal void SetStandardBusinessDayConvention(IBusinessDayConvention businessDayConvention)
 {
     if (businessDayConvention == null)
     {
         throw new ArgumentNullException("businessDayConvention");
     }
     m_BusinessDayConvention      = businessDayConvention;
     m_BusinessDayConventionState = ConventionState.StandardValue;
 }
Пример #4
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 /// <summary>Sets the day count convention and sets the <see cref="DayCountConventionState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="dayCountConvention">The day count convention.</param>
 internal void SetStandardDayCountconvention(IDayCountConvention dayCountConvention)
 {
     if (dayCountConvention == null)
     {
         throw new ArgumentNullException("dayCountConvention");
     }
     m_DayCountConvention      = dayCountConvention;
     m_DayCountConventionState = ConventionState.StandardValue;
 }
Пример #5
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 /// <summary>Sets the fixing lag, i.e. the number of business days taken into account for calculation of fixing dates, for example <c>-2</c> and sets the <see cref="FixingLagState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="value">The number of business days for fixing date calculation.</param>
 internal void SetStandardFixingLag(IFixingLag value)
 {
     m_FixingLag      = value;
     m_FixingLagState = ConventionState.StandardValue;
 }
Пример #6
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 /// <summary>Sets the number of business days to settle and sets the <see cref="BusinessDaysToSettleState"/> to <see cref="ConventionState.StandardValue"/>.
 /// </summary>
 /// <param name="businessDaysToSettle">The number of business days to settle.</param>
 internal void SetStandardBusinessDaysToSettle(int businessDaysToSettle)
 {
     m_BusinessDaysToSettle      = businessDaysToSettle;
     m_BusinessDaysToSettleState = ConventionState.StandardValue;
 }