private async Task initiate(CarbonClient cc_, BondMeasures listenToThis_)
{
m_fcsCurve = await IRCurveImpl.Get(SwapCurve.GetForecastCurve(), DateContext, cc_);
// if we're doing calcs on the forwards, then don't need to listen to the curve directly
// as the forward price will be updated as a result of a change in curve and will trickle
// through to us as a price update
if (SettleDate == DateContext.SpotSettle)
m_fcsCurveDisp = m_fcsCurve.GetMonitor()/*.Throttle(TimeSpan.FromSeconds(10),Scheduler.Default)*/.Subscribe(handleFcstCurveUpdate);
if (SwapCurve.GetForecastCurve() == SwapCurve.GetDiscountCurve())
{
m_disCurve = m_fcsCurve;
}
else
{
m_disCurve = await IRCurveImpl.Get(SwapCurve.GetForecastCurve(), DateContext, cc_);
if (SettleDate == DateContext.SpotSettle)
m_disCurveDisp = m_disCurve.GetMonitor()/*.Throttle(TimeSpan.FromSeconds(10), Scheduler.Default)*/.Subscribe(handleDiscCurveUpdate);
}
//
var flds = new[] { BondMeasure.Price, BondMeasure.Yield };
Array.ForEach(flds, fld =>
{
var d = listenToThis_.GetValue(fld);
if (d.HasValue)
m_measures.SetValue(fld, d.Value);
});
calcMMS();
calcZSpread();
}
public BondMeasureCalcPriceYield(Bond bond_, AsOfAndSpotSettle context_, DateTime settleDate_, BondMeasures measures_)
: base (bond_, context_, settleDate_, measures_)
{
m_measuresDisp = measures_.Subscribe(handleUpdate);
{
var px = measures_.GetValue(BondMeasure.Price);
if (px.HasValue)
handleUpdate(Tuple.Create(BondMeasure.Price, px.Value));
}
}
public BondMeasureCalcFwdPriceYield(Bond bond_, AsOfAndSpotSettle dateContext_, DateTime settlDate_, BondMeasures spotMeasures_, BondMeasures measures_)
: base(bond_, dateContext_, settlDate_,measures_)
{
m_spotMeasureDisp = spotMeasures_.Subscribe(handleSpotMeasureUpdated);
{
var px = spotMeasures_.GetValue(BondMeasure.Price);
if (px.HasValue)
handleSpotMeasureUpdated(Tuple.Create(BondMeasure.Price, px.Value));
}
}
