private async Task initiate(BondMarket market_, SwapCurve curve_, CarbonClient cc_)
{
m_priceYields =
market_.Bonds.Where(x => x.Value.Maturity > SettleDate)
.Select(x => x.Value.CreatePriceYield(DateContext, SettleDate));
var list = new List<BondMeasureCalcSpreadsOverCurve>();
foreach (var v in m_priceYields)
list.Add(await v.CreateFullMeasuresCalculator(curve_, cc_));
m_spreads = list;
//m_spreads = m_priceYields.Select(x => x.CreateFullMeasuresCalculator(curve_, cc_));
m_values = m_spreads.ToDictionary(x => x.Measures.Bond.Isin, x => x.Measures);
}
/// <summary>
/// Returns an instance for the specified market
/// </summary>
/// <param name="marketName_"></param>
/// <param name="cc_"></param>
/// <returns></returns>
public static async Task<BondMarket> Get(Market marketName_, CarbonClient cc_)
{
BondMarket ret;
if (_cache.TryGetValue(marketName_, out ret))
return ret;
ret = _cache[marketName_] = new BondMarket(marketName_);
await ret.populate(cc_);
return ret;
}
public CMTStructure(BondMarket market_, AsOfAndSpotSettle asOf_)
{
Market = market_;
DateContext = asOf_;
workOutSections();
}
public static async Task<BondMarketPricer> Create(BondMarket market_, SwapCurve curve_, AsOfAndSpotSettle dateContext_, DateTime settleDate_, CarbonClient cc_)
{
var ret = new BondMarketPricer(dateContext_, settleDate_);
await ret.initiate(market_, curve_, cc_);
return ret;
}
