// Constructor 4 : Keys + Data
public Bond_Line(DateTime currentDate, DBID ticker, double CleanPriceBid_, double CleanPriceAsk_, double CleanPriceMid_,
double DirtyPriceBid_, double DirtyPriceAsk_, double DirtyPriceMid_,
double YieldToMaturityBid_, double YieldToMaturityAsk_, double YieldToMaturityMid_,
double AssetSwapSpreadBid_, double AssetSwapSpreadAsk_, double AssetSwapSpreadMid_)
// double CDS1Y_, double CDS3Y_, double CDS5Y_, double CDS7Y_, double CDS10Y_,
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
CleanPriceBid = CleanPriceBid_;
CleanPriceAsk = CleanPriceAsk_;
CleanPriceMid = CleanPriceMid_;
DirtyPriceBid = DirtyPriceBid_;
DirtyPriceAsk = DirtyPriceAsk_;
DirtyPriceMid = DirtyPriceMid_;
YieldToMaturityBid = YieldToMaturityBid_;
YieldToMaturityAsk = YieldToMaturityAsk_;
YieldToMaturityMid = YieldToMaturityMid_;
AssetSwapSpreadBid = AssetSwapSpreadBid_;
AssetSwapSpreadAsk = AssetSwapSpreadAsk_;
AssetSwapSpreadMid = AssetSwapSpreadMid_;
}
// Constructor 5 : From Dict of nullable doubles
public InterestRate_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Bid = data["Bid"];
Ask = data["Ask"];
Last = data["Last"];
}
// Constructor 4 : Keys + Data
public InterestRate_Line(DateTime currentDate, DBID ticker, double Bid_, double Ask_, double Last_)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Bid = Bid_;
Ask = Ask_;
Ask = Last_;
}
public IDtoken Identify(DBID dbid)
{
// IDtoken result = TokenFactory.New(dbid);
// Loop through the ref table in memory
foreach (IDtoken line in referenceTable)
{
if ((int)line["DBID"] == dbid.ToInt())
{
return(line);
}
}
// Return results
throw new System.ArgumentException("IDException", "Invalid DBID provided to reference manager.");
}
// Constructor 5 : From Dict of nullable doubles
public Equity_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Open = data["Open"];
High = data["High"];
Low = data["Low"];
Close = data["Close"];
Bid = data["Bid"];
Ask = data["Ask"];
Volume = data["Volume"];
AdjustedClose = data["AdjustedClose"];
}
// Constructor 4 : Keys + Data
public Equity_Line(DateTime currentDate, DBID ticker, double argOpen,
double argHigh, double argLow, double argClose, double argBid,
double argAsk, double argVolume, double argAdjClose)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Open = argOpen;
High = argHigh;
Low = argLow;
Close = argClose;
Bid = argBid;
Ask = argAsk;
Volume = argVolume;
AdjustedClose = argAdjClose;
}
// Constructor 5 : From Dict of nullable doubles
public Bond_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
CleanPriceBid = data["CleanPriceBid"];
CleanPriceAsk = data["CleanPriceAsk"];
CleanPriceMid = data["CleanPriceMid"];
DirtyPriceBid = data["DirtyPriceBid"];
DirtyPriceAsk = data["DirtyPriceAsk"];
DirtyPriceMid = data["DirtyPriceMid"];
YieldToMaturityBid = data["YieldToMaturityBid"];
YieldToMaturityAsk = data["YieldToMaturityAsk"];
YieldToMaturityMid = data["YieldToMaturityMid"];
//AssetSwapSpreadBid = data["AssetSwapSpreadBid"];
AssetSwapSpreadMid = data["AssetSwapSpreadMid"];
//AssetSwapSpreadAsk = data["AssetSwapSpreadAsk"];
}
// Constructor 3 : Keys only
public InterestRate_Line(DateTime currentDate, DBID ticker)
{
Date = currentDate;
DBID = ticker.ToInt();
}
// Constructor 3 : Keys only
public Bond_Line(DateTime currentDate, DBID ticker)
{
Date = currentDate;
DBID = ticker.ToInt();
}