/// <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; }
/// <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; }
/// <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; }
/// <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; }
/// <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; }
/// <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; }