/// <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"); }
/// <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) { }