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protected Forward ( DayCounter dayCounter, QLNet.Calendar calendar, BusinessDayConvention businessDayConvention, int settlementDays, QLNet.Payoff payoff, Date valueDate, Date maturityDate, Handle |
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| dayCounter | DayCounter | |
| calendar | QLNet.Calendar | |
| businessDayConvention | BusinessDayConvention | |
| settlementDays | int | |
| payoff | QLNet.Payoff | |
| valueDate | Date | |
| maturityDate | Date | |
| discountCurve | Handle |
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| Результат | System | |
protected Forward(DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention,
int settlementDays, Payoff payoff, Date valueDate, Date maturityDate,
Handle<YieldTermStructure> discountCurve)
{
dayCounter_ = dayCounter;
calendar_ = calendar;
businessDayConvention_ = businessDayConvention;
settlementDays_ = settlementDays;
payoff_ = payoff;
valueDate_ = valueDate;
maturityDate_ = maturityDate;
discountCurve_ = discountCurve;
maturityDate_ = calendar_.adjust(maturityDate_, businessDayConvention_);
Settings.registerWith(update);
discountCurve_.registerWith(update);
}