public static bool UcfMatches(this IUnrealisedCashFlow lhs, IRealisedCashFlow other, int valueDate, bool isOoc)
{
return(lhs.ShortCashFlowType == other.ShortCashFlowType &&
lhs.PayDate == valueDate
//&& lhs.CashType==other.CashType
&& lhs.Currency == (isOoc ? lhs.Currency : other.Currency));
//&& lhs.Amount==other.Amount // match except amount and FX Fix
//&& lhs.FxFix==other.FxFix;
}
public RealisedCashFlow(IRealisedCashFlow rcf, bool dtd = false, double fxRate = double.NaN, bool round = false)
{
_rcf = rcf;
FxRate = fxRate;
LtdAmount = _rcf.LtdAmount;
DtdAmount = _rcf.DtdAmount;
FinAmt = dtd ? DtdAmount : DtdAmount * FxFix;
USDAmt = FxRate == 0 ? double.NaN : FinAmt / FxRate;
if (round)
{
Round();
}
}
