/// <summary> /// Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified. /// </summary> /// <param name="formula"> the accrual on default formulae </param> /// <param name="arbHandling"> the arbitrage handling </param> public FastCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling) : base(formula, arbHandling) { }
protected internal IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling) { this.arbHandling = ArgChecker.notNull(arbHandling, "arbHandling"); this.formula = ArgChecker.notNull(formula, "formula"); this.tradePricer = new IsdaCdsTradePricer(formula); }