private static decimal GetValueByExpirationAndStrike(IEnumerable <PricingStructurePoint> dataPoints,
TimeDimension expiration,
decimal strike)
{
foreach (var dataPoint in dataPoints)
{
if (
XmlSerializerHelper.AreEqual(dataPoint.coordinate[0].expiration[0], expiration)
&&
strike == dataPoint.coordinate[0].strike[0]
)
{
return(dataPoint.value);
}
}
throw new ArgumentException();
}
public bool Equals(TimeDimension x, TimeDimension y)
{
return(XmlSerializerHelper.AreEqual(x, y));
}
