public Euribor365(Period tenor, Handle <YieldTermStructure> h) : base("Euribor365", tenor, 2, // settlement days new EURCurrency(), new TARGET(), Utils.euriborConvention(tenor), Utils.euriborEOM(tenor), new Actual365Fixed(), h) { Utils.QL_REQUIRE(this.tenor().units() != TimeUnit.Days, () => "for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used"); }
public Euribor(Period tenor, Handle <YieldTermStructure> h) : base("Euribor", tenor, 2, // settlementDays new EURCurrency(), new TARGET(), Utils.euriborConvention(tenor), Utils.euriborEOM(tenor), new Actual360(), h) { if (this.tenor().units() == TimeUnit.Days) { throw new ApplicationException("for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used"); } }