/// <summary>
/// Initializes a new instance of the <see cref="PriceableDeposit"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="amount">Notional Amount.</param>
/// <param name="nodeStruct">The deposit nodeStruct.</param>
/// <param name="businessDayAdjustments">The business day adjustments.</param>
/// <param name="fixingCalendar">The fixing Calendar.</param>
/// <param name="paymentCalendar">The payment Calendar.</param>
/// <param name="fixedRate">The fixed rate.</param>
public PriceableDeposit(DateTime baseDate, Decimal amount, DepositNodeStruct nodeStruct, IBusinessCalendar fixingCalendar,
IBusinessCalendar paymentCalendar, BusinessDayAdjustments businessDayAdjustments, BasicQuotation fixedRate)
: base(nodeStruct.Deposit.id, baseDate, amount, businessDayAdjustments, fixedRate)
{
SpotDateOffset = nodeStruct.SpotDate;
Deposit = nodeStruct.Deposit;
AdjustedStartDate = GetSpotDate(baseDate, fixingCalendar, nodeStruct.SpotDate);
RiskMaturityDate = GetEffectiveDate(AdjustedStartDate, paymentCalendar, nodeStruct.Deposit.term, nodeStruct.BusinessDayAdjustments.businessDayConvention);
YearFraction = GetYearFraction(Deposit.dayCountFraction.Value, AdjustedStartDate, RiskMaturityDate);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableSpreadDeposit"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="nodeStruct">The nodeStruct.</param>
/// <param name="fixingCalendar">The fixingCalendar.</param>
/// <param name="spread">The spread.</param>
/// <param name="paymentCalendar">A paymentCalendar.</param>
public PriceableSpreadDeposit(DateTime baseDate, DepositNodeStruct nodeStruct, IBusinessCalendar fixingCalendar,
IBusinessCalendar paymentCalendar, BasicQuotation spread)
: base(baseDate, nodeStruct.BusinessDayAdjustments, spread)
{
Id = nodeStruct.Deposit.id;
Deposit = nodeStruct.Deposit;
FixingDateOffset = nodeStruct.SpotDate;
AdjustedStartDate = GetSpotDate(baseDate, fixingCalendar, nodeStruct.SpotDate);
AdjustedEffectiveDate = AdjustedStartDate;
RiskMaturityDate = GetEffectiveDate(AdjustedStartDate, paymentCalendar, nodeStruct.Deposit.term, nodeStruct.BusinessDayAdjustments.businessDayConvention);
YearFraction = GetYearFractions()[0];
TimeToExpiry = GetTimeToMaturity(baseDate, RiskMaturityDate);
SetSpread(spread);
}
