/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public override List <string> GetRequiredPricingStructures()//TODO Need to add the case of floaters where there is a forecast curve.
{
var result = new List <string>();
if (equity.currency != null)
{
var bondCurve = CurveNameHelpers.GetEquityCurveName(equity.currency.Value,
equity.id);
result.Add(bondCurve);
}
if (equity.currency != null)
{
var discountCurve = CurveNameHelpers.GetDiscountCurveName(equity.currency.Value, true);
result.Add(discountCurve);
if (unitPrice.currency != null && unitPrice.currency.Value != equity.currency.Value)
{
var discountCurve2 = CurveNameHelpers.GetDiscountCurveName(unitPrice.currency, true);
result.Add(discountCurve2);
}
}
return(result);
}
/// <summary>
/// Gets and sets the required pricing structures to value this leg.
/// </summary>
public List <String> GetRequiredPricingStructures()
{
var result = new List <String>();
if (forecastPaymentAmount != null)
{
var currency = forecastPaymentAmount.currency;
var discountCurve = CurveNameHelpers.GetDiscountCurveName(currency, true);
result.Add(discountCurve);
}
if (Items != null)
{
result.AddRange(Items.Select(calculationPeriod => ((CalculationPeriod)calculationPeriod).forecastAmount).Select(forecastAmount => CurveNameHelpers.GetDiscountCurveName(forecastAmount.currency, true)));
}
return(result);
}