/// <summary>
/// Adds the greek value to the map of greek values by category value.
/// </summary>
/// <param name="rangeValue"> the category value used in the aggregation.</param>
/// <param name="typeOfGreek"> the greek type like delta, gamma, vega, theta.</param>
/// <param name="greekValue"> the aggregated total greek value for the specified category value.</param>
/// <exception cref="ArgumentException"> if the category value is null or empty.</exception>
public void AddOutputExtrapolation(string rangeValue, GreeksEnum typeOfGreek, double greekValue)
{
if (String.IsNullOrEmpty(rangeValue))
{
throw new ArgumentException("rangeValue");
}
// Cannot do conversion from Double to Decimal if NAN.
if (double.IsNaN(greekValue))
{
return;
}
if (OutputExtrapolation.ContainsKey(typeOfGreek.ToString()))
{
var greekEntry = OutputExtrapolation[typeOfGreek.ToString()];
greekEntry[rangeValue] = Convert.ToDecimal(greekValue);
}
else
{
OutputExtrapolation.Add(typeOfGreek.ToString(), new Dictionary <string, decimal>()
{
{ rangeValue, Convert.ToDecimal(greekValue) }
});
}
}
/// <summary>
/// Adds the greek value to the map of greek values by category value.
/// </summary>
/// <param name="categoryValue"> the category value used in the aggregation.</param>
/// <param name="typeOfGreek"> the greek type like delta, gamma, vega, theta.</param>
/// <param name="greekValue"> the aggregated total greek value for the specified category value.</param>
/// <exception cref="ArgumentException"> if the category value is null or empty.</exception>
public void AddGreek(string categoryValue, GreeksEnum typeOfGreek, double greekValue)
{
if (String.IsNullOrEmpty(categoryValue))
{
throw new ArgumentException("categoryValue");
}
if (GreeksByCategory.ContainsKey(typeOfGreek.ToString()))
{
var greekEntry = GreeksByCategory[typeOfGreek.ToString()];
greekEntry[categoryValue] = Convert.ToDecimal(greekValue);
}
else
{
GreeksByCategory.Add(typeOfGreek.ToString(), new Dictionary <string, decimal>()
{
{ categoryValue, Convert.ToDecimal(greekValue) }
});
}
}
