Beispiel #1
0
 /// <summary>
 /// The complete set. We are not going to use the Generic dimension
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="termStrike">A term tenor dimension or a strike dimension.</param>
 /// <param name="generic">A generic dimension</param>
 /// <param name="stikeFlag">A flag which identifies whether the second dimension is strike or term.</param>
 /// <param name="value">he value of the coordinate</param>
 protected PricingDataPoint2D(string expiry, string termStrike, string generic, Boolean stikeFlag, double value)
     : base(PointHelpers.Create2DArray(expiry, termStrike, generic, stikeFlag, value))
 {
     PricingDataPointCoordinate = stikeFlag ? PricingDataPointCoordinateFactory.Create(expiry, null, termStrike,
                                                                                       generic) : PricingDataPointCoordinateFactory.Create(expiry, termStrike, null,
                                                                                                                                           generic);
 }
Beispiel #2
0
 /// <summary>
 /// Cube point
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="term">A term tenor dimension</param>
 /// <param name="strike">A strike value dimension</param>
 public Coordinate(string expiry, string term, decimal strike)
 {
     ContainedPoint        = PointHelpers.CreatePoint(expiry, term, (double)strike);
     PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, null);
 }
Beispiel #3
0
 /// <summary>
 /// The complete set. We are not going to use the Generic dimension
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="term">A term tenor dimension</param>
 /// <param name="strike">A strike value dimension</param>
 /// <param name="generic">A generic dimension</param>
 public Coordinate(string expiry, string term, string strike, string generic)
 {
     ContainedPoint        = PointHelpers.CreatePoint(expiry, term, strike);
     PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic);
 }
 /// <summary>
 /// The complete set. We are not going to use the Generic dimension
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="term">A term tenor dimension or a strike dimension.</param>
 /// <param name="generic">A generic dimension</param>
 /// <param name="strike">The strike as a string.</param>
 /// <param name="value">he value of the coordinate</param>
 public PricingDataPoint3D(string expiry, string term, string strike, string generic, double value)
     : base(PointHelpers.Create3DArray(expiry, term, strike, generic, value))
 {
     PricingDataPointCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike,
                                                                           generic);
 }