public AssetMarket(AssetId asset, DateTime refDate, ITimeMeasure time, double spot, DiscountCurve riskFreeDiscount, DiscountCurve repoCurve, DividendQuote[] dividends, VolatilityMatrix volMatrix) { Time = time; Spot = spot; RiskFreeDiscount = riskFreeDiscount; RepoCurve = repoCurve; Dividends = dividends; VolMatrix = volMatrix; RefDate = refDate; Asset = asset; if (refDate != repoCurve.RefDate || refDate != time.RefDate) { throw new Exception("AssetMarket : incompatible ref date !"); } }
public static FinancingId AssetCollat(AssetId asset) { return(new FinancingId(asset.Name, asset.Currency)); }
protected bool Equals(AssetId other) { return(string.Equals(name, other.name) && Equals(currency, other.currency)); }