public BMASwapRateHelper(Handle<Quote> liborFraction, Period tenor, int settlementDays, Calendar calendar,
// bma leg
Period bmaPeriod, BusinessDayConvention bmaConvention, DayCounter bmaDayCount, BMAIndex bmaIndex,
// ibor leg
IborIndex iborIndex)
: base(liborFraction)
{
tenor_ = tenor;
settlementDays_ = settlementDays;
calendar_ = calendar;
bmaPeriod_ = bmaPeriod;
bmaConvention_ = bmaConvention;
bmaDayCount_ = bmaDayCount;
bmaIndex_ = bmaIndex;
iborIndex_ = iborIndex;
iborIndex_.registerWith(update);
bmaIndex_.registerWith(update);
initializeDates();
}
public BMASwapRateHelper(Handle <Quote> liborFraction, Period tenor, int settlementDays, Calendar calendar,
// bma leg
Period bmaPeriod, BusinessDayConvention bmaConvention, DayCounter bmaDayCount, BMAIndex bmaIndex,
// ibor leg
IborIndex iborIndex)
: base(liborFraction)
{
tenor_ = tenor;
settlementDays_ = settlementDays;
calendar_ = calendar;
bmaPeriod_ = bmaPeriod;
bmaConvention_ = bmaConvention;
bmaDayCount_ = bmaDayCount;
bmaIndex_ = bmaIndex;
iborIndex_ = iborIndex;
iborIndex_.registerWith(update);
bmaIndex_.registerWith(update);
initializeDates();
}
