Swaption::Swaption(Market market,PayReceive PayReceiveInd, int expiryInMonth, double strikeInBps, int tenorInMonth){
date swapStartDate = dateUtil::getEndDate(dateUtil::getToday(),expiryInMonth,enums::Mfollowing, market.getCurrencyEnum(), dateUtil::MONTH);
double notional=1000000;
double couponRate=0.03;
int paymentFreqFixLeg=2;
int paymentFreqFloatingLeg=4;
bool rollAccuralDates=true;
DiscountCurve* dc = MarketData::getInstance()->getSwapDiscountCurve(market.getCurrencyEnum());
SwaptionVolCube* vc = MarketData::getInstance()->getSwaptionVolCube(market.getCurrencyEnum());
//Swap* underlyingSwap= new Swap(swapStartDate, tenorInMonth, notional, couponRate, dc, market, paymentFreqFixLeg, paymentFreqFloatingLeg, rollAccuralDates);
//BaseSwaption(market, PayReceiveInd, expiryInMonth, strikeInBps, vc, dc, underlyingSwap);
}
Swaption::Swaption(Market market,PayReceive PayReceiveInd, int expiryInMonth, double strikeInBps, Swap* underlyingSwap){
SwaptionVolCube* vc = MarketData::getInstance()->getSwaptionVolCube(market.getCurrencyEnum());
DiscountCurve* dc = MarketData::getInstance()->getSwapDiscountCurve(market.getCurrencyEnum());
BaseSwaption(market,PayReceiveInd, expiryInMonth, strikeInBps, vc, dc, underlyingSwap);
}