/**
* Constructor specifying formula used in pricer and credit curve builder.
*
* @param formula The formula
*/
public HedgeRatioCalculator(AccrualOnDefaultFormulae formula)
{
_pricer = new AnalyticalCdsPricer(formula);
_builder = new FastCreditCurveBuilder(formula);
}
public AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormulae formula)
{
_curveBuilder = new FastCreditCurveBuilder(formula);
_pricer = new AnalyticalCdsPricer(formula);
}
/**
* Default constructor.
*/
public HedgeRatioCalculator()
{
_pricer = new AnalyticalCdsPricer();
_builder = new FastCreditCurveBuilder();
}
public AnalyticSpreadSensitivityCalculator()
{
_curveBuilder = new FastCreditCurveBuilder();
_pricer = new AnalyticalCdsPricer();
}