public ZSpread(ListTermCashflowSet cashFlowSet, decimal nominal) { this.cashFlowSet = cashFlowSet; this.nominal = nominal; days = cashFlowSet.termType == Term.YearlyEffective ? 365 : cashFlowSet.termType == Term.MonthlyEffective ? 30 : 0; }
public ZSpreadSpecificAnnuity(ListTermCashflowSet cashFlowSet, int days) { this.cashFlowSet = cashFlowSet; this.days = days; }