private string GetExpression(FixingNode fixingNode, IDictionary <IFixing, string> fixingRefs)
{
string fixingDesc = RetrieveStringParameter(fixingNode.FixingId);
DateTime fixingDate = RetrieveDateParameter(fixingNode.ScheduleId);
IFixing fixing = FixingParser.Parse(fixingDesc, fixingDate);
return(FixingReference(fixing, fixingRefs));
}
private static Tuple <int, int> FindFixingIndex(IFixing[][] fixings, IFixing searchedFixing)
{
var dateIndex = fixings.Map(fs => fs.First().Date)
.FindIndex(searchedFixing.Date);
var fixingIndex = fixings[dateIndex].FindIndex(searchedFixing);
return(new Tuple <int, int>(dateIndex, fixingIndex));
}
private string FixingReference(IFixing fixing, IDictionary <IFixing, string> fixingRefs)
{
string fixingRef;
if (!fixingRefs.TryGetValue(fixing, out fixingRef))
{
fixingRef = string.Format("{0}[{1}]", FixingArrayId, fixingRefs.Count);
fixingRefs.Add(fixing, fixingRef);
}
return(fixingRef);
}
private static bool TryParseAsset(DateTime date, string[] args, out IFixing asset)
{
Currency currency = null;
bool validAsset = args.Length == 2 && Currency.TryParse(args[1], out currency);
if (!validAsset)
{
asset = null;
return(false);
}
var assetId = new AssetId(args[0], currency);
asset = new EquitySpot(date, assetId);
return(true);
}
