C# (CSharp) OvernightIndex.dayCounter示例

示例#1

 public OvernightIndexedSwapIndex(string familyName,
                                  Period tenor,
                                  int settlementDays,
                                  Currency currency,
                                  OvernightIndex overnightIndex)
     : base(familyName, tenor, settlementDays,
            currency, overnightIndex.fixingCalendar(),
            new Period(1, TimeUnit.Years), BusinessDayConvention.ModifiedFollowing,
            overnightIndex.dayCounter(), overnightIndex)
 {
     overnightIndex_ = overnightIndex;
 }