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Changeset 141

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Timestamp:
04/29/08 14:35:02 (3 months ago)
Author:
Vice
Message:

Fixing swapvaluation . Thx Aaron.

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  • trunk/QLNet/Swap/swapvaluation.cs

    r71 r141  
    351351            double fairSpread; 
    352352 
    353             PricingEngine swapEngine = new DiscountingSwapEngine(discountingTermStructure); 
     353            IPricingEngine swapEngine = new DiscountingSwapEngine(discountingTermStructure); 
    354354 
    355355            spot5YearSwap.setPricingEngine(swapEngine);