Пример #1
0
 const double ACTUAL = 365; //# 預設採用ACT/365
 public ParRateElfExBuilder(DateTime tradeDate, DateTime spotDate, TradeDateAx tradeDateAx)
 {
     //# 因為SpotDate可以由交易日強制修改,所以不能用TradeDate去推算,所以要帶入實際的spotDate
     this.TradeDate     = tradeDate;
     this.SpotDate      = spotDate;
     this.m_tradeDateAx = tradeDateAx;
 }
Пример #2
0
 public RateMaster(DateTime tradeDate, DateTime endDate, List <ParRateElf> parRateElfList, List <DateTime> holidays)
 {
     this.TradeDate        = tradeDate;
     this.m_parRateElfList = parRateElfList;
     this.m_tradeDateAx    = new TradeDateAx(tradeDate, endDate, holidays);
     this.SpotDate         = m_tradeDateAx.GetSettlementDate(TradeDate, 0).Item1;
 }