void PayoffBase::initialize(const TimeGrid& timeGrid, const Calendar& calendar){ Date today = Settings::instance().evaluationDate(); Date issueDate = Date(27,Sep,2012); payoffDatesPosition_ = calendar.businessDaysBetween(issueDate,payoffDate_,true,false); }
void PayoffManager::initialize(const TimeGrid& timeGrid, const Calendar& calendar){ Date today = Settings::instance().evaluationDate(); Date issueDate = Date(27,Sep,2012); /*std::cout << issueDate.serialNumber() << std::endl; std::cout << payoffDate_.serialNumber() << std::endl; std::cout << payoffDate_.serialNumber() - issueDate.serialNumber() << std::endl;*/ payoffDatesPosition_ = calendar.businessDaysBetween(issueDate,payoffDate_,true,false); //std::cout << payoffDatesPosition_; }