private List<BootstrapHelper<YoYInflationTermStructure>> makeHelpers( Datum[] iiData, int N, YoYInflationIndex ii, Period observationLag, Calendar calendar, BusinessDayConvention bdc, DayCounter dc ) { List<BootstrapHelper<YoYInflationTermStructure>> instruments = new List<BootstrapHelper<YoYInflationTermStructure>>(); for ( int i = 0; i < N; i++ ) { Date maturity = iiData[i].date; Handle<Quote> quote = new Handle<Quote>( new SimpleQuote( iiData[i].rate / 100.0 ) ); BootstrapHelper<YoYInflationTermStructure> anInstrument = new YearOnYearInflationSwapHelper( quote, observationLag, maturity, calendar, bdc, dc, ii ); instruments.Add( anInstrument ); } return instruments; }
private List <BootstrapHelper <YoYInflationTermStructure> > makeHelpers(Datum[] iiData, int N, YoYInflationIndex ii, Period observationLag, Calendar calendar, BusinessDayConvention bdc, DayCounter dc) { List <BootstrapHelper <YoYInflationTermStructure> > instruments = new List <BootstrapHelper <YoYInflationTermStructure> >(); for (int i = 0; i < N; i++) { Date maturity = iiData[i].date; Handle <Quote> quote = new Handle <Quote>(new SimpleQuote(iiData[i].rate / 100.0)); BootstrapHelper <YoYInflationTermStructure> anInstrument = new YearOnYearInflationSwapHelper(quote, observationLag, maturity, calendar, bdc, dc, ii); instruments.Add(anInstrument); } return(instruments); }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(YearOnYearInflationSwapHelper obj) { return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr); }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(YearOnYearInflationSwapHelper obj) { return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr; }