public static Money CopyToMoney(MoneyBase original)
{
var cloned = new Money();
if (original as Money != null)
{
cloned.amount = ((Money)original).amount;
}
else if (original as NonNegativeMoney != null)
{
cloned.amount = ((NonNegativeMoney)original).amount;
}
else if (original as PositiveMoney != null)
{
cloned.amount = ((PositiveMoney)original).amount;
}
if (null != original.currency)
{
cloned.currency = new Currency();
if (null != original.currency.currencyScheme)
{
cloned.currency.currencyScheme = original.currency.currencyScheme;
}
if (null != original.currency.Value)
{
cloned.currency.Value = original.currency.Value;
}
}
cloned.id = original.id;
cloned.amountSpecified = true;
return(cloned);
}
/// <summary>
/// THis will only clone: Positivemmoney, NonNegativeMoney and Money types.
/// </summary>
/// <param name="original"></param>
/// <param name="currencyToClone"></param>
/// <returns></returns>
public static Money CopyToMoney(MoneyBase original, Currency currencyToClone)
{
var amount = GetZeroAmount(currencyToClone.Value);
// || original as PositiveMoney != null || original as NonNegativeMoney != null
if (null != original.currency)
{
if (original.currency.Value == currencyToClone.Value)
{
if (original as Money != null)
{
amount.amount = ((Money)original).amount;
}
else if (original as NonNegativeMoney != null)
{
amount.amount = ((NonNegativeMoney)original).amount;
}
else if (original as PositiveMoney != null)
{
amount.amount = ((PositiveMoney)original).amount;
}
}
}
amount.id = original.id;
amount.amountSpecified = true;
return(amount);
}
/// <summary>
/// お金クラスをインスタンス化して、手に持たせる。
/// </summary>
/// <param name="moneyType"></param>
private void CreateMoney(MoneyType moneyType)
{
MoneyManager manager = MoneyManager.GetInstance();
_moneyInHand = manager.CreateMoney(moneyType);
this.moneyInHandDisplay.Text = "手に" + moneyType.ToString() + "を持っています。";
}
public static Money Normalise(MoneyBase originalMoney, bool isPayerBase)
{
var money = CopyToMoney(originalMoney);//TODO this does nothing
//money.amount = System.Math.Abs(money.amount);
if (isPayerBase)
{
money.amount = -1 * money.amount;
}
money.amountSpecified = true;
return(money);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableIRSwap"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="fixedLegSwap">The fixed leg details.</param>
/// <param name="spotDate">the spot date.</param>
/// <param name="notional">The notional amount.</param>
/// <param name="paymentBusinessDayAdjustments">The business day adjustments.</param>
/// <param name="floatingLegSwap">The floating leg details.</param>
/// <param name="floatingLegcalculation">The floatingLegcalculation.</param>
/// <param name="fixingDateOffset">The fixing date business day adjustments.</param>
/// <param name="resetRates">The reset rates of the floating leg - if any.</param>
/// <param name="fixingCalendar">The fixing calendar. If null, a new is constructed based on the business calendars.</param>
/// <param name="paymentCalendar">The payment calendar. If null, a new is constructed based on the business calendars.</param>
/// <param name="fixedRate">The fixed rate.</param>
/// <param name="spread">The spread on the floating leg.</param>
public PriceableIRSwap(DateTime baseDate, SimpleIRSwap fixedLegSwap, DateTime spotDate, MoneyBase notional,
BusinessDayAdjustments paymentBusinessDayAdjustments, SimpleIRSwap floatingLegSwap,
Calculation floatingLegcalculation, RelativeDateOffset fixingDateOffset, List <Decimal> resetRates,
IBusinessCalendar fixingCalendar, IBusinessCalendar paymentCalendar, BasicQuotation fixedRate, BasicQuotation spread)
: base(baseDate, fixedLegSwap, fixingDateOffset, floatingLegcalculation, paymentBusinessDayAdjustments, null, fixingCalendar, paymentCalendar, fixedRate)
{
ModelIdentifier = DiscountingType == null ? "SwapAsset" : "DiscountSwapAsset";
FloatingLegSpread = GetSpread(spread);
ForwardRates = resetRates?.ToArray();
UnderlyingRateIndex = RateIndexHelper.Parse(FloatingRateCalculation.floatingRateIndex.Value, notional.currency.Value, Calculation.dayCountFraction.Value);
var unadjustedFloatingDates = DateScheduler.GetUnadjustedDateSchedule(spotDate, floatingLegSwap.term, floatingLegSwap.paymentFrequency);
FloatingLegAdjustedPeriodDates = AdjustedDateScheduler.GetAdjustedDateSchedule(unadjustedFloatingDates, paymentBusinessDayAdjustments.businessDayConvention, paymentCalendar);
FloatingLegWeightings = CreateWeightings(CDefaultWeightingValue, FloatingLegAdjustedPeriodDates.Count - 1);
FloatingLegYearFractions = GetFloatingLegYearFractions();
}
