// constructors
public FloatingRateCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing = 1.0,
double spread = 0.0,
Date refPeriodStart = null,
Date refPeriodEnd = null,
DayCounter dayCounter = null,
bool isInArrears = false)
: base(paymentDate, nominal, startDate, endDate, refPeriodStart, refPeriodEnd)
{
index_ = index;
dayCounter_ = dayCounter ?? new DayCounter();
fixingDays_ = fixingDays == default(int) ? index.fixingDays() : fixingDays;
gearing_ = gearing;
spread_ = spread;
isInArrears_ = isInArrears;
if (gearing_.IsEqual(0))
{
throw new ArgumentException("Null gearing not allowed");
}
if (dayCounter_.empty())
{
dayCounter_ = index_.dayCounter();
}
// add as observer
index_.registerWith(update);
Settings.registerWith(update);
}
// constructors
public FloatingRateCoupon(double nominal,
Date paymentDate,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing = 1.0,
double spread = 0.0,
Date refPeriodStart = null,
Date refPeriodEnd = null,
DayCounter dayCounter = null,
bool isInArrears = false)
: base(nominal, paymentDate, startDate, endDate, refPeriodStart, refPeriodEnd)
{
index_ = index;
dayCounter_ = dayCounter == null ? new DayCounter() : dayCounter ;
fixingDays_ = fixingDays == default(int) ? index.fixingDays() : fixingDays;
gearing_ = gearing;
spread_ = spread;
isInArrears_ = isInArrears;
if (gearing_ == 0) throw new ArgumentException("Null gearing not allowed");
if (dayCounter_.empty())
dayCounter_ = index_.dayCounter();
// add as observer
index_.registerWith(update);
Settings.registerWith(update);
}
