const double ACTUAL = 365; //# 預設採用ACT/365 public ParRateElfExBuilder(DateTime tradeDate, DateTime spotDate, TradeDateAx tradeDateAx) { //# 因為SpotDate可以由交易日強制修改,所以不能用TradeDate去推算,所以要帶入實際的spotDate this.TradeDate = tradeDate; this.SpotDate = spotDate; this.m_tradeDateAx = tradeDateAx; }
public RateMaster(DateTime tradeDate, DateTime endDate, List <ParRateElf> parRateElfList, List <DateTime> holidays) { this.TradeDate = tradeDate; this.m_parRateElfList = parRateElfList; this.m_tradeDateAx = new TradeDateAx(tradeDate, endDate, holidays); this.SpotDate = m_tradeDateAx.GetSettlementDate(TradeDate, 0).Item1; }