internal ElementReferenceArrayChainTickers(string underlier, uint numPoints, string strDtExp, OptionalityEnum optionality)
: base("CHAIN_TICKERS", new List<Element>())
{
//assume that the underlier takes the form "ABC US EQUITY"
string ticker = underlier.Substring(0, underlier.IndexOf(' '));
DateTime dtExp;
if (string.IsNullOrWhiteSpace(strDtExp))
dtExp = DateTime.Today.AddMonths(1).AddDays(-DateTime.Today.Day).AddDays(20); //assume the 20th of the month
else if (strDtExp.Length == 8)
dtExp = DateTime.ParseExact(strDtExp, "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture);
else if (strDtExp.Length == 6)
dtExp = DateTime.ParseExact(strDtExp + "20", "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture); //assume the 20th of the month
else if (strDtExp[strDtExp.Length - 1] == 'F')
{
uint numMonths = uint.Parse(strDtExp.Substring(0, strDtExp.Length - 1));
dtExp = DateTime.Today.AddMonths((int)numMonths).AddDays(-DateTime.Today.Day).AddDays(20); //assume the 20th of the month
}
else
throw new NotImplementedException("BEmu.ReferenceDataRequest.ElementReferenceArrayChainTickers: unable to determine the dtExp");
int strike = Types.RandomDataGenerator.Strike();
for (int count = 0; count < numPoints; count++, strike += 5)
{
//string optionTicker = string.Format("{0} US {1:MM/dd/yy} {2}{3}", ticker, dtExp, (char)optionality, strike);
Element elm = new ElementReferenceArrayChainTickersItem(ticker, dtExp, optionality, strike);
base._values.Add(elm);
}
}
internal ElementReferenceArrayChainTickers(string underlier, uint numPoints, string strDtExp, OptionalityEnum optionality) : base("CHAIN_TICKERS", new List <Element>())
{
//assume that the underlier takes the form "ABC US EQUITY"
string ticker = underlier.Substring(0, underlier.IndexOf(' '));
DateTime dtExp;
if (string.IsNullOrWhiteSpace(strDtExp))
{
dtExp = DateTime.Today.AddMonths(1).AddDays(-DateTime.Today.Day).AddDays(20); //assume the 20th of the month
}
else if (strDtExp.Length == 8)
{
dtExp = DateTime.ParseExact(strDtExp, "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture);
}
else if (strDtExp.Length == 6)
{
dtExp = DateTime.ParseExact(strDtExp + "20", "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture); //assume the 20th of the month
}
else if (strDtExp[strDtExp.Length - 1] == 'F')
{
uint numMonths = uint.Parse(strDtExp.Substring(0, strDtExp.Length - 1));
dtExp = DateTime.Today.AddMonths((int)numMonths).AddDays(-DateTime.Today.Day).AddDays(20); //assume the 20th of the month
}
else
{
throw new NotImplementedException("BEmu.ReferenceDataRequest.ElementReferenceArrayChainTickers: unable to determine the dtExp");
}
int strike = Types.RandomDataGenerator.Strike();
for (int count = 0; count < numPoints; count++, strike += 5)
{
//string optionTicker = string.Format("{0} US {1:MM/dd/yy} {2}{3}", ticker, dtExp, (char)optionality, strike);
Element elm = new ElementReferenceArrayChainTickersItem(ticker, dtExp, optionality, strike);
base._values.Add(elm);
}
}
