Пример #1
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 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="cmsLegPricer">  the pricer for <seealso cref="CmsLeg"/> </param>
 /// <param name="payLegPricer">  the pricer for <seealso cref="SwapLeg"/> </param>
 public SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer, DiscountingSwapLegPricer payLegPricer)
 {
     this.cmsLegPricer = ArgChecker.notNull(cmsLegPricer, "cmsLegPricer");
     this.payLegPricer = ArgChecker.notNull(payLegPricer, "payLegPricer");
 }
Пример #2
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 /// <summary>
 /// Creates an instance using the default pay leg pricer.
 /// </summary>
 /// <param name="cmsLegPricer">  the pricer for <seealso cref="CmsLeg"/> </param>
 public SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer) : this(cmsLegPricer, DiscountingSwapLegPricer.DEFAULT)
 {
 }