///<summary>
///</summary>
///<param name="name"></param>
public void RemoveMarket(string name)
{
if (RiskMarkets.ContainsKey(name))
{
RiskMarkets.Remove(name);
}
}
///<summary>
///</summary>
///<param name="pricingStructureName"></param>
///<param name="riskName"> </param>
///<param name="perturbation"></param>
private IList <IPricingStructure> GenerateRiskMarket(string pricingStructureName, string riskName, decimal perturbation)
{
var riskCurves = new List <IPricingStructure>();
var temp = SearchForPricingStructureType(pricingStructureName) as IRateCurve; //TODO Only works with Rate curves.
if (temp != null)
{
//build the riskMarket
riskCurves = temp.CreateCurveRiskSet(perturbation);
var market = new MarketEnvironment {
Id = pricingStructureName + '.' + riskName
};
foreach (var rateCurve in riskCurves)
{
var id = rateCurve.GetPricingStructureId().Properties.GetValue <string>("PerturbedAsset", true);
market.AddPricingStructure(id, rateCurve);
}
RiskMarkets.Add(pricingStructureName + '.' + riskName, market);
}
return(riskCurves);
}
