/**
* Constructor from the details. The business day conventions, end-of-month and spot lag are from
* the Ibor index.
*
* @param name The generator name. Not null.
* @param fixedLegPeriod The fixed leg payment period.
* @param fixedLegDayCount The day count convention associated to the fixed leg.
* @param iborIndex The Ibor index of the floating leg.
*/
public GeneratorSwapFixedIbor(
String name, Period fixedLegPeriod, DayCount fixedLegDayCount, IborIndex iborIndex) {
super(name);
Validate.notNull(fixedLegPeriod, "fixed leg period");
Validate.notNull(fixedLegDayCount, "fixed leg day count");
Validate.notNull(iborIndex, "ibor index");
_fixedLegPeriod = fixedLegPeriod;
_fixedLegDayCount = fixedLegDayCount;
_iborIndex = iborIndex;
// _name = iborIndex.getCurrency().toString() + iborIndex.getTenor().toString() +
// fixedLegPeriod.toString();
_businessDayConvention = iborIndex.getBusinessDayConvention();
_endOfMonth = iborIndex.isEndOfMonth();
_spotLag = iborIndex.getSpotLag();
}
