private void recalculateTotal(bool fireUpdate_)
{
var setups = new[]
{
new {InnerField=FALField.Yield, Mult=1d,RiskWeight=false},
new {InnerField=FALField.ASWyy, Mult=1d,RiskWeight=false},
new {InnerField=FALField.YieldFwd, Mult=1d,RiskWeight=false},
new {InnerField=FALField.ASWFwd, Mult=1d,RiskWeight=false},
new {InnerField=FALField.YieldCarry,Mult=1d,RiskWeight=false},
new {InnerField=FALField.ASWCarry,Mult=1d,RiskWeight=false},
new {InnerField=FALField.YieldRoll,Mult=1d,RiskWeight=false},
new {InnerField=FALField.ASWRoll,Mult=1d,RiskWeight=false},
new {InnerField=FALField.YieldRollCarry,Mult=1d,RiskWeight=false},
new {InnerField=FALField.ASWRollCarry,Mult=1d,RiskWeight=false},
};
foreach (var setup in setups)
{
var dwv = new RiskWeightedStructureValue();
foreach (var v in Lines.Take(m_structure.Components.Count))
dwv.AddLeg(
name_: v.Bond,
weight_: v.LegMultiplier,
duration_: setup.RiskWeight ? v.GetValue(FALField.MacaulayDuration) : 1d,
legUnit_: v.GetValue(setup.InnerField),
recalc_: false);
dwv.Recalc();
CombinedLine.SetValue(setup.InnerField, dwv.Total*setup.Mult, fireUpdate_);
}
}
