Class MultipleResetsSwapConvention

Namespace

NanoQL.Extensions.Conventions

Assembly

NanoQL.Extensions.dll

A multiple-resets swap convention resolved in a set (MultipleResetsSwap(string)): its record, its base chain merged, and the builder it feeds, on its index built in the set.

public sealed class MultipleResetsSwapConvention

Inheritance

object

MultipleResetsSwapConvention

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

An option the record leaves out is the builder's: the set's MakeMultipleResetsSwap record, read through the index's provider when the swap is built, or the index's own conventions.

Properties

Record

Gets the record with every field its base chain gives, under the convention's name.

public MultipleResetsSwapConventionRecord Record { get; }

Property Value

MultipleResetsSwapConventionRecord

Set

Gets the set the convention was resolved in, whose names its record's fields are.

public ConventionSet Set { get; }

Property Value

ConventionSet

Methods

Builder(Period, YieldTermStructure?)

A multiple-resets swap builder on the record's index built in the set, with every option the record gives set.

public MakeMultipleResetsSwap Builder(Period tenor, YieldTermStructure? forwardingCurve = null)

Parameters

tenor Period

The swap's tenor.

forwardingCurve YieldTermStructure

The index's forwarding curve, or null for none.

Returns

MakeMultipleResetsSwap

The builder; it takes its other options' defaults from the set when it builds.

Exceptions

ArgumentException

The record gives no index or resets per coupon, or a name it gives is unknown.