public Dictionary <string, IVolSurface> GetSegaScenariosOuterWing(double bumpSize, DateTime?LastSensitivityDate) { var o = new Dictionary <string, IVolSurface>(); var lastExpiry = LastIx(LastSensitivityDate); var highDeltaFirst = WingDeltas.First() > WingDeltas.Last(); var outerWingIx = WingDeltas.Length - 1; for (var i = 0; i < lastExpiry; i++) { var volsBumped = (double[][])Flies.Clone(); if (highDeltaFirst) { volsBumped[i][outerWingIx] += bumpSize; } else { volsBumped[i][0] += bumpSize; } o.Add(PillarLabels[i], new RiskyFlySurface(OriginDate, ATMs, Expiries, WingDeltas, Riskies, volsBumped, Forwards, WingQuoteType, AtmVolType, StrikeInterpolatorType, TimeInterpolatorType, PillarLabels)); } return(o); }
public async Task <IActionResult> PutFlies(int id, Flies flies) { if (id != flies.AirplaneId) { return(BadRequest()); } _context.Entry(flies).State = EntityState.Modified; try { await _context.SaveChangesAsync(); } catch (DbUpdateConcurrencyException) { if (!FliesExists(id)) { return(NotFound()); } else { throw; } } return(NoContent()); }
public Dictionary <string, IVolSurface> GetSegaScenarios(double bumpSize, DateTime?LastSensitivityDate) { var o = new Dictionary <string, IVolSurface>(); var lastExpiry = LastIx(LastSensitivityDate); var highDeltaFirst = WingDeltas.First() > WingDeltas.Last(); for (var i = 0; i < lastExpiry; i++) { var volsBumped = (double[][])Flies.Clone(); if (highDeltaFirst) { var ratios = volsBumped[i].Select(x => x / volsBumped[i][0]).ToArray(); volsBumped[i] = ratios.Select(r => (volsBumped[i][0] + bumpSize) * r).ToArray(); } else { var ratios = volsBumped[i].Select(x => x / volsBumped[i].Last()).ToArray(); volsBumped[i] = ratios.Select(r => (volsBumped[i].Last() + bumpSize) * r).ToArray(); } o.Add(PillarLabels[i], new RiskyFlySurface(OriginDate, ATMs, Expiries, WingDeltas, Riskies, volsBumped, Forwards, WingQuoteType, AtmVolType, StrikeInterpolatorType, TimeInterpolatorType, PillarLabels)); } return(o); }
public override void OnDeath() { var scene = SceneWithMap.CurrentScene; var map = scene.map; map.RemoveEntity(this); if (RNG.Next(100) <= 10) { var fly = new Flies(); fly.Position.Set(this.Position); map.AddEntity(fly); } }
public async Task <ActionResult <Flies> > PostFlies(Flies flies) { _context.Flies.Add(flies); try { await _context.SaveChangesAsync(); } catch (DbUpdateException) { if (FliesExists(flies.AirplaneId)) { return(Conflict()); } else { throw; } } return(CreatedAtAction("GetFlies", new { id = flies.AirplaneId }, flies)); }