/// <summary>
/// An FpML constructor.
/// </summary>
/// <param name="pt"></param>
public PricingDataPoint2D(PricingStructurePoint pt)
: base(PointHelpers.To2DArray(pt))
{
PricingDataPointCoordinate = pt.coordinate[0];
}
/// <summary>
/// Cube point
/// </summary>
/// <param name="expiry">An expiry tenor dimension</param>
/// <param name="term">A term tenor dimension</param>
/// <param name="strike">A strike value dimension</param>
public Coordinate(string expiry, string term, decimal strike)
{
ContainedPoint = PointHelpers.CreatePoint(expiry, term, (double)strike);
PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, null);
}
/// <summary>
/// The complete set. We are not going to use the Generic dimension
/// </summary>
/// <param name="expiry">An expiry tenor dimension</param>
/// <param name="term">A term tenor dimension or a strike dimension.</param>
/// <param name="generic">A generic dimension</param>
/// <param name="strike">The strike as a string.</param>
/// <param name="value">he value of the coordinate</param>
public PricingDataPoint3D(string expiry, string term, string strike, string generic, double value)
: base(PointHelpers.Create3DArray(expiry, term, strike, generic, value))
{
PricingDataPointCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike,
generic);
}
/// <summary>
/// The complete set. We are not going to use the Generic dimension
/// </summary>
/// <param name="expiry">An expiry tenor dimension</param>
/// <param name="term">A term tenor dimension</param>
/// <param name="strike">A strike value dimension</param>
/// <param name="generic">A generic dimension</param>
public Coordinate(string expiry, string term, string strike, string generic)
{
ContainedPoint = PointHelpers.CreatePoint(expiry, term, strike);
PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic);
}
/// <summary>
/// An FpML constructor.
/// </summary>
/// <param name="pt"></param>
public PricingDataPoint3D(PricingDataPointCoordinate pt)
: base(PointHelpers.To3DArray(pt))
{
PricingDataPointCoordinate = pt;
}