QLNet.BMASwapRateHelper.BMASwapRateHelper C# (CSharp) Метод

BMASwapRateHelper() публичный Метод

public BMASwapRateHelper ( Handle liborFraction, Period tenor, int settlementDays, QLNet.Calendar calendar, Period bmaPeriod, BusinessDayConvention bmaConvention, DayCounter bmaDayCount, BMAIndex bmaIndex, IborIndex iborIndex ) : System
liborFraction Handle
tenor Period
settlementDays int
calendar QLNet.Calendar
bmaPeriod Period
bmaConvention BusinessDayConvention
bmaDayCount DayCounter
bmaIndex BMAIndex
iborIndex IborIndex
Результат System
        public BMASwapRateHelper(Handle<Quote> liborFraction, Period tenor, int settlementDays, Calendar calendar,
            // bma leg
            Period bmaPeriod, BusinessDayConvention bmaConvention, DayCounter bmaDayCount, BMAIndex bmaIndex,
            // ibor leg
            IborIndex iborIndex)
            : base(liborFraction)
        {
            tenor_ = tenor;
            settlementDays_ = settlementDays;
            calendar_ = calendar;
            bmaPeriod_ = bmaPeriod;
            bmaConvention_ = bmaConvention;
            bmaDayCount_ = bmaDayCount;
            bmaIndex_ = bmaIndex;
            iborIndex_ = iborIndex;

            iborIndex_.registerWith(update);
            bmaIndex_.registerWith(update);

            initializeDates();
        }