public FlatForward(int settlementDays, Calendar calendar, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency) : base(settlementDays, calendar, dayCounter) { forward_ = forward; compounding_ = compounding; frequency_ = frequency; forward_.registerWith(update); }
public FlatForward(Date referenceDate, Quote forward, DayCounter dayCounter, Compounding compounding, Frequency frequency) : base(referenceDate, new Calendar(), dayCounter) { forward_ = forward; compounding_ = compounding; frequency_ = frequency; forward_.registerWith(update); }
public ZeroSpreadedTermStructure(Handle<YieldTermStructure> h, Quote spread, Compounding comp, Frequency freq, DayCounter dc) { originalCurve_ = h; spread_ = spread; comp_ = comp; freq_ = freq; dc_ = dc; //QL_REQUIRE(h->dayCounter()==dc_, // "spread daycounter (" << dc_ << // ") must be the same of the curve to be spreaded (" << // originalCurve_->dayCounter() << // ")"); originalCurve_.registerWith(update); spread_.registerWith(update); }
public ZeroSpreadedTermStructure(Handle <YieldTermStructure> h, Quote spread, Compounding comp, Frequency freq, DayCounter dc) { originalCurve_ = h; spread_ = spread; comp_ = comp; freq_ = freq; dc_ = dc; //QL_REQUIRE(h->dayCounter()==dc_, // "spread daycounter (" << dc_ << // ") must be the same of the curve to be spreaded (" << // originalCurve_->dayCounter() << // ")"); originalCurve_.registerWith(update); spread_.registerWith(update); }