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Changeset 212

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Timestamp:
06/17/08 00:11:48 (4 months ago)
Author:
ToyinA
Message:

Updated examples to cater for new YieldCurve? constructor.

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  • trunk/QLNet/Examples/FRA/FRA.cs

    r75 r212  
    133133            YieldTermStructure fraTermStructure = new PiecewiseYieldCurve<Discount,LogLinear>( 
    134134                                             settlementDate, fraInstruments, termStructureDayCounter, 
    135                                              new Handle<Quote>(), tolerance); 
     135                                             new List<Handle<Quote>>(), new List<Date>(), tolerance); 
    136136 
    137137 

  • trunk/QLNet/Examples/Swap/swapvaluation.cs

    r141 r212  
    230230            depoSwapInstruments.Add(s15y); 
    231231            YieldTermStructure depoSwapTermStructure = new PiecewiseYieldCurve<Discount,LogLinear>( 
    232                         settlementDate, depoSwapInstruments, termStructureDayCounter, new Handle<Quote>(), tolerance); 
     232                        settlementDate, depoSwapInstruments, termStructureDayCounter, new List<Handle<Quote>>(), new List<Date>(), tolerance); 
    233233 
    234234 
    …… 
    250250            depoFutSwapInstruments.Add(s15y); 
    251251            YieldTermStructure depoFutSwapTermStructure = new PiecewiseYieldCurve<Discount,LogLinear>( 
    252                     settlementDate, depoFutSwapInstruments, termStructureDayCounter, new Handle<Quote>(), tolerance); 
     252                    settlementDate, depoFutSwapInstruments, termStructureDayCounter, new List<Handle<Quote>>(), new List<Date>(), tolerance); 
    253253 
    254254 
    …… 
    267267            depoFRASwapInstruments.Add(s15y); 
    268268            YieldTermStructure depoFRASwapTermStructure = new PiecewiseYieldCurve<Discount,LogLinear>( 
    269                     settlementDate, depoFRASwapInstruments, termStructureDayCounter, new Handle<Quote>(), tolerance); 
     269                    settlementDate, depoFRASwapInstruments, termStructureDayCounter, new List<Handle<Quote>>(), new List<Date>(), tolerance); 
    270270 
    271271            // Term structures that will be used for pricing: