inline Date VolatilityTermStructure::optionDateFromTenor(const Period& p) const { // swaption style return calendar().advance(referenceDate(), p, businessDayConvention()); }
boost::shared_ptr<IborIndex> IborIndex::clone( const Handle<YieldTermStructure>& h) const { return boost::shared_ptr<IborIndex>( new IborIndex(familyName(), tenor(), fixingDays(), currency(), fixingCalendar(), businessDayConvention(), endOfMonth(), dayCounter(), h)); }
Date CPICapFloorTermPriceSurface::cpiOptionDateFromTenor(const Period& p) const { return Date(calendar().adjust(referenceDate() + p, businessDayConvention())); }