Changeset 206

Timestamp:

06/15/08 18:36:53 (4 months ago)

Author:

snovik

Message:

New: QL 15043

Files:

• trunk/QLNet/QLNet/Indexes/InterestRateIndex.cs (modified) (2 diffs)

trunk/QLNet/QLNet/Indexes/InterestRateIndex.cs

@@ -57 +57 @@
-            dayCounter_ = dayCounter;
-
-            if (!(fixingDays < 3))
-                throw new ArgumentException("wrong number (" + fixingDays + ") of fixing days");
-            tenor_.normalize();
-
@@ -71 +69 @@
-        public override string name() {
-            string res = familyName_;
-.units() == TimeUnit.Days
+ == new Period(1, TimeUnit.Days)
-                if (fixingDays_ == 0)
-                    res += "ON";
+                else if (fixingDays_ == 1)
+                    res += "TN";
-                else if (fixingDays_ == 2)
-                    res += "SN";
-                else
-"TN"
+tenor_.ToShortString()
-            } else
-                res += tenor_.ToShortString();