示例#1
0
 /// <summary>
 /// Creates an instance.
 /// </summary>
 /// <param name="cmsProductPricer">  the pricer for <seealso cref="ResolvedCms"/> </param>
 /// <param name="paymentPricer">  the pricer for <seealso cref="Payment"/> </param>
 public SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer cmsProductPricer, DiscountingPaymentPricer paymentPricer)
 {
     this.productPricer = ArgChecker.notNull(cmsProductPricer, "cmsProductPricer");
     this.paymentPricer = ArgChecker.notNull(paymentPricer, "paymentPricer");
 }
示例#2
0
 /// <summary>
 /// Creates an instance using the default payment pricer.
 /// </summary>
 /// <param name="cmsProductPricer">  the pricer for <seealso cref="CmsLeg"/> </param>
 public SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer cmsProductPricer) : this(cmsProductPricer, DiscountingPaymentPricer.DEFAULT)
 {
 }