protected virtual void setCommon(double? cap, double? floor)
{
isCapped_ = false;
isFloored_ = false;
if (gearing_ > 0)
{
if (cap != null)
{
isCapped_ = true;
cap_ = cap.Value;
}
if (floor != null)
{
floor_ = floor.Value;
isFloored_ = true;
}
}
else
{
if (cap != null)
{
floor_ = cap.Value;
isFloored_ = true;
}
if (floor != null)
{
isCapped_ = true;
cap_ = floor.Value;
}
}
if (isCapped_ && isFloored_)
{
if (cap < floor)
throw new ApplicationException("cap level (" + cap +
") less than floor level (" + floor + ")");
}
}