/** * 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(); }