public void TestOutputCsv(RegulationRole regulationRole, String csvFile)
{
FxRatesProvider ratesProvider = m_TestsFixture.RatesProvider;
ReadOnlyCollection <DataEntity> dataEntities = m_TestsFixture.DataEntities;
OutputWriterCsv writer = m_TestsFixture.WriterCsv;
Engine engine = Engine.Of(Currency.Usd, ratesProvider);
String csvExpectedFile = Utilities.GetStaticFilePath(csvFile);
String csvActualFile = Utilities.GetRandomFilePath(".csv");
MarginTotal margin = engine.CalculateDetailed(regulationRole, dataEntities);
writer.Write(csvActualFile, margin);
String expected = Utilities.ComputeHash(File.ReadAllText(csvExpectedFile));
String actual = Utilities.ComputeHash(File.ReadAllText(csvActualFile));
try
{
File.Delete(csvActualFile);
}
catch { }
Assert.Equal(expected, actual);
}
/// <summary>Calculates the worst total margin among all the regulations for the specified regulation role and for the entities defined in the specified CRIF file.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="crifPath">The <see cref="T:System.String"/> representing the CRIF file that defines the target entities.</param>
/// <returns>A <see cref="T:InitialMargin.Core.MarginTotal"/> object representing the worst total margin among all the regulations.</returns>
/// <exception cref="T:System.ArgumentException">Thrown when <paramref name="crifPath">crifPath</paramref> is invalid or does not refer to a CSV file.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
/// <exception cref="T:System.IO.FileNotFoundException">Thrown when <paramref name="crifPath">crifPath</paramref> could not be found.</exception>
/// <exception cref="T:System.IO.InvalidDataException">Thrown when the CRIF file contains invalid or malformed data.</exception>
public MarginTotal CalculateDetailedWorstOf(RegulationRole regulationRole, String crifPath)
{
ICollection <DataEntity> entities = CrifManager.Read(crifPath);
List <DataValue> values = entities.OfType <DataValue>().ToList();
List <DataParameter> parameters = entities.OfType <DataParameter>().ToList();
return(CalculateDetailedWorstOf(regulationRole, values, parameters));
}
/// <summary>Calculates the total margin amount of each regulation for the specified regulation role and for the entities defined in the specified CRIF file.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="crifPath">The <see cref="T:System.String"/> representing the CRIF file that defines the target entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/amount couples.</returns>
/// <exception cref="T:System.ArgumentException">Thrown when <paramref name="crifPath">crifPath</paramref> is invalid or does not refer to a CSV file.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
/// <exception cref="T:System.IO.FileNotFoundException">Thrown when <paramref name="crifPath">crifPath</paramref> could not be found.</exception>
/// <exception cref="T:System.IO.InvalidDataException">Thrown when the CRIF file contains invalid or malformed data.</exception>
public IDictionary <Regulation, Amount> CalculateByRole(RegulationRole regulationRole, String crifPath)
{
ICollection <DataEntity> entities = CrifManager.Read(crifPath);
List <DataValue> values = entities.OfType <DataValue>().ToList();
List <DataParameter> parameters = entities.OfType <DataParameter>().ToList();
return(CalculateByRole(regulationRole, values, parameters));
}
/// <summary>Calculates the total margin of each regulation for the specified regulation role, value entities and parameter entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <param name="parameters">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataParameter"/> objects representing the target parameter entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/margin couples.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c> or when <paramref name="parameters">parameters</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public IDictionary <Regulation, MarginTotal> CalculateDetailedByRole(RegulationRole regulationRole, ICollection <DataValue> values, ICollection <DataParameter> parameters)
{
if (!Enum.IsDefined(typeof(RegulationRole), regulationRole))
{
throw new InvalidEnumArgumentException("Invalid regulation role specified.");
}
if (values == null)
{
throw new ArgumentNullException(nameof(values));
}
if (parameters == null)
{
throw new ArgumentNullException(nameof(parameters));
}
List <Regulation> regulations = values.SelectMany(x => SelectRegulations(x, regulationRole))
.Concat(parameters.SelectMany(x => SelectRegulations(x, regulationRole)))
.OrderBy(x => x)
.Distinct().ToList();
if (regulations.Count == 0)
{
return(new Dictionary <Regulation, MarginTotal>());
}
List <DataValue> valuesFinal = values.Where(x => !(x is PresentValue) && !(x is Sensitivity)).Select(x => (DataValue)x.Clone())
.Concat(values.OfType <PresentValue>().Select(x => AdjustedClone(x, regulationRole)))
.Concat(values.OfType <Sensitivity>().Select(x => AdjustedClone(x, regulationRole)))
.ToList();
List <DataParameter> parametersFinal = parameters
.Select(x => (DataParameter)x.Clone())
.ToList();
Dictionary <Regulation, MarginTotal> result = new Dictionary <Regulation, MarginTotal>();
foreach (Regulation regulation in regulations)
{
List <DataValue> valuesByRegulation = valuesFinal.Where(x => SelectRegulations(x, regulationRole).Contains(regulation)).ToList();
List <DataParameter> parametersByRegulation = parametersFinal.Where(x => SelectRegulations(x, regulationRole).Contains(regulation)).ToList();
List <IMargin> margins = new List <IMargin>(m_Processors.Count);
foreach (Processor processor in m_Processors)
{
margins.Add(processor.Process(valuesByRegulation, parametersByRegulation));
}
result[regulation] = MarginTotal.Of(regulationRole, regulation, m_ValuationDate, m_CalculationCurrency, margins);
}
return(result);
}
private static DataValue AdjustedClone(PresentValue presentValue, RegulationRole regulationRole)
{
DataValue clone = (DataValue)presentValue.Clone();
if (regulationRole == RegulationRole.Secured)
{
clone = clone.ChangeAmount(-clone.Amount);
}
return(clone);
}
private static DataValue AdjustedClone(Sensitivity sensitivity, RegulationRole regulationRole)
{
DataValue clone = (DataValue)sensitivity.Clone();
if (regulationRole == RegulationRole.Pledgor)
{
clone = clone.ChangeAmount(-clone.Amount);
}
return(clone);
}
/// <summary>Calculates the total margin of each regulation for the specified regulation role and entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="entities">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataEntity"/> objects representing the target entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/margin couples.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="entities">entities</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public IDictionary <Regulation, MarginTotal> CalculateDetailedByRole(RegulationRole regulationRole, ICollection <DataEntity> entities)
{
if (entities == null)
{
throw new ArgumentNullException(nameof(entities));
}
ICollection <DataValue> values = entities.OfType <DataValue>().ToList();
ICollection <DataParameter> parameters = entities.OfType <DataParameter>().ToList();
return(CalculateDetailedByRole(regulationRole, values, parameters));
}
public void TestResult(RegulationRole regulationRole, Double result)
{
FxRatesProvider ratesProvider = m_TestsFixture.RatesProvider;
ReadOnlyCollection <DataEntity> dataEntities = m_TestsFixture.DataEntities;
Engine engine = Engine.Of(Currency.Usd, ratesProvider);
Decimal expected = Convert.ToDecimal(result);
Decimal actual = Math.Round(engine.Calculate(regulationRole, dataEntities).Value, 0, MidpointRounding.AwayFromZero);
Assert.Equal(expected, actual);
}
/// <summary>Calculates the worst total margin among all the regulations for the specified regulation role and entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="entities">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataEntity"/> objects representing the target entities.</param>
/// <returns>A <see cref="T:InitialMargin.Core.MarginTotal"/> object representing the worst total margin among all the regulations.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="entities">entities</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public MarginTotal CalculateDetailedWorstOf(RegulationRole regulationRole, ICollection <DataEntity> entities)
{
if (entities == null)
{
throw new ArgumentNullException(nameof(entities));
}
List <DataValue> values = entities.OfType <DataValue>().ToList();
List <DataParameter> parameters = entities.OfType <DataParameter>().ToList();
return(CalculateDetailedWorstOf(regulationRole, values, parameters));
}
/// <summary>Calculates the total margin for the specified regulation role, value entities and parameter entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <param name="parameters">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataParameter"/> objects representing the target parameter entities.</param>
/// <returns>A <see cref="T:InitialMargin.Core.MarginTotal"/> object representing the total margin.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c> or when <paramref name="parameters">parameters</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when <paramref name="values">values</paramref> contains elements defined on different regulations or when <paramref name="parameters">parameters</paramref> contains elements defined on different regulations.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public MarginTotal CalculateDetailed(RegulationRole regulationRole, ICollection <DataValue> values, ICollection <DataParameter> parameters)
{
if (!Enum.IsDefined(typeof(RegulationRole), regulationRole))
{
throw new InvalidEnumArgumentException("Invalid regulation role specified.");
}
if (values == null)
{
throw new ArgumentNullException(nameof(values));
}
if (parameters == null)
{
throw new ArgumentNullException(nameof(parameters));
}
List <Regulation> regulations = values.SelectMany(x => SelectRegulations(x, regulationRole))
.Concat(parameters.SelectMany(x => SelectRegulations(x, regulationRole)))
.OrderBy(x => x)
.Distinct().ToList();
if (regulations.Count > 1)
{
throw new InvalidOperationException($"All data entities must either have no regulations defined or belong to a single {((regulationRole == RegulationRole.Pledgor) ? "post" : "collect")} regulation.");
}
List <DataValue> valuesFinal = values.Where(x => !(x is PresentValue) && !(x is Sensitivity)).Select(x => (DataValue)x.Clone())
.Concat(values.OfType <PresentValue>().Select(x => AdjustedClone(x, regulationRole)))
.Concat(values.OfType <Sensitivity>().Select(x => AdjustedClone(x, regulationRole)))
.ToList();
List <DataParameter> parametersFinal = parameters
.Select(x => (DataParameter)x.Clone())
.ToList();
List <IMargin> margins = new List <IMargin>(m_Processors.Count);
foreach (Processor processor in m_Processors)
{
margins.Add(processor.Process(valuesFinal, parametersFinal));
}
return(MarginTotal.Of(regulationRole, regulations.Single(), m_ValuationDate, m_CalculationCurrency, margins));
}
/// <summary>Calculates the worst total margin among all the regulations for the specified regulation role and value entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <returns>A <see cref="T:InitialMargin.Core.MarginTotal"/> object representing the worst total margin among all the regulations.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public MarginTotal CalculateDetailedWorstOf(RegulationRole regulationRole, ICollection <DataValue> values)
{
return(CalculateDetailedWorstOf(regulationRole, values, (new List <DataParameter>(0))));
}
/// <summary>Calculates the total margin amount for the specified regulation role, value entities and parameter entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <param name="parameters">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataParameter"/> objects representing the target parameter entities.</param>
/// <returns>An <see cref="T:InitialMargin.Core.Amount"/> object representing the total margin amount.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c> or when <paramref name="parameters">parameters</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when <paramref name="values">values</paramref> contains elements defined on different regulations or when <paramref name="parameters">parameters</paramref> contains elements defined on different regulations.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public Amount Calculate(RegulationRole regulationRole, ICollection <DataValue> values, ICollection <DataParameter> parameters)
{
return(CalculateDetailed(regulationRole, values, parameters).Value);
}
/// <summary>Calculates the total margin amount for the specified regulation role and value entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <returns>An <see cref="T:InitialMargin.Core.Amount"/> object representing the total margin amount.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when <paramref name="values">values</paramref> contains elements defined on different regulations.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public Amount Calculate(RegulationRole regulationRole, ICollection <DataValue> values)
{
return(CalculateDetailed(regulationRole, values, (new List <DataParameter>(0))).Value);
}
/// <summary>Calculates the total margin amount for the specified regulation role and entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="entities">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataEntity"/> objects representing the target entities.</param>
/// <returns>An <see cref="T:InitialMargin.Core.Amount"/> object representing the total margin amount.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="entities">entities</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when <paramref name="entities">entities</paramref> contains elements defined on different regulations.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public Amount Calculate(RegulationRole regulationRole, ICollection <DataEntity> entities)
{
return(CalculateDetailed(regulationRole, entities).Value);
}
/// <summary>Calculates the total margin amount of each regulation for the specified regulation role and value entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/amount couples.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public IDictionary <Regulation, Amount> CalculateByRole(RegulationRole regulationRole, ICollection <DataValue> values)
{
return(CalculateByRole(regulationRole, values, (new List <DataParameter>(0))));
}
/// <summary>Calculates the total margin amount of each regulation for the specified regulation role, value entities and parameter entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <param name="parameters">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataParameter"/> objects representing the target parameter entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/amount couples.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c> or when <paramref name="parameters">parameters</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public IDictionary <Regulation, Amount> CalculateByRole(RegulationRole regulationRole, ICollection <DataValue> values, ICollection <DataParameter> parameters)
{
IDictionary <Regulation, MarginTotal> result = CalculateDetailedByRole(regulationRole, values, parameters);
return(result.ToDictionary(x => x.Key, x => x.Value.Value));
}
private static List <Regulation> SelectRegulations(DataEntity entity, RegulationRole regulationRole)
{
return(((regulationRole == RegulationRole.Pledgor) ? entity.PostRegulations : entity.CollectRegulations).ToList());
}
/// <summary>Calculates the total margin of each regulation for the specified regulation role and value entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <returns>An <see cref="System.Collections.Generic.IDictionary{TKey,TValue}"/> of pairs defined by <see cref="T:InitialMargin.Core.Regulation"/> keys and <see cref="T:InitialMargin.Core.Amount"/> values representing the regulation/margin couples.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public IDictionary <Regulation, MarginTotal> CalculateDetailedByRole(RegulationRole regulationRole, ICollection <DataValue> values)
{
return(CalculateDetailedByRole(regulationRole, values, (new List <DataParameter>(0))));
}
/// <summary>Calculates the worst total margin among all the regulations for the specified regulation role, value entities and parameter entities.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="values">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataValue"/> objects representing the target value entities.</param>
/// <param name="parameters">The <see cref="System.Collections.Generic.ICollection{T}"/> of <see cref="T:InitialMargin.Core.DataParameter"/> objects representing the target parameter entities.</param>
/// <returns>A <see cref="T:InitialMargin.Core.MarginTotal"/> object representing the worst total margin among all the regulations.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="values">values</paramref> is <c>null</c> or when <paramref name="parameters">parameters</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
public MarginTotal CalculateDetailedWorstOf(RegulationRole regulationRole, ICollection <DataValue> values, ICollection <DataParameter> parameters)
{
IDictionary <Regulation, MarginTotal> result = CalculateDetailedByRole(regulationRole, values, parameters);
return(result.Select(x => x.Value).OrderByDescending(x => Amount.Abs(x.Value)).ThenBy(x => x.Regulation).FirstOrDefault());
}
/// <summary>Calculates the worst total margin amount among all the regulations for the specified regulation role and for the entities defined in the specified CRIF file.</summary>
/// <param name="regulationRole">An enumerator value of type <see cref="T:InitialMargin.Core.RegulationRole"/> that specifies the target regulation role.</param>
/// <param name="crifPath">The <see cref="T:System.String"/> representing the CRIF file that defines the target entities.</param>
/// <returns>An <see cref="T:InitialMargin.Core.Amount"/> object representing the worst total margin amount among all the regulations.</returns>
/// <exception cref="T:System.ArgumentException">Thrown when <paramref name="crifPath">crifPath</paramref> is invalid or does not refer to a CSV file.</exception>
/// <exception cref="T:System.ComponentModel.InvalidEnumArgumentException">Thrown when <paramref name="regulationRole">regulationRole</paramref> is undefined.</exception>
/// <exception cref="T:System.IO.FileNotFoundException">Thrown when <paramref name="crifPath">crifPath</paramref> could not be found.</exception>
/// <exception cref="T:System.IO.InvalidDataException">Thrown when the CRIF file contains invalid or malformed data.</exception>
public Amount CalculateWorstOf(RegulationRole regulationRole, String crifPath)
{
return(CalculateDetailedWorstOf(regulationRole, crifPath).Value);
}
