Example #1
0
        /// <summary>
        /// Adds the greek value to the map of greek values by category value.
        /// </summary>
        /// <param name="rangeValue"> the category value used in the aggregation.</param>
        /// <param name="typeOfGreek"> the greek type like delta, gamma, vega, theta.</param>
        /// <param name="greekValue"> the aggregated total greek value for the specified category value.</param>
        /// <exception cref="ArgumentException"> if the category value is null or empty.</exception>
        public void AddOutputExtrapolation(string rangeValue, GreeksEnum typeOfGreek, double greekValue)
        {
            if (String.IsNullOrEmpty(rangeValue))
            {
                throw new ArgumentException("rangeValue");
            }

            // Cannot do conversion from Double to Decimal if NAN.
            if (double.IsNaN(greekValue))
            {
                return;
            }

            if (OutputExtrapolation.ContainsKey(typeOfGreek.ToString()))
            {
                var greekEntry = OutputExtrapolation[typeOfGreek.ToString()];
                greekEntry[rangeValue] = Convert.ToDecimal(greekValue);
            }
            else
            {
                OutputExtrapolation.Add(typeOfGreek.ToString(), new Dictionary <string, decimal>()
                {
                    { rangeValue, Convert.ToDecimal(greekValue) }
                });
            }
        }
Example #2
0
        /// <summary>
        /// Adds the greek value to the map of greek values by category value.
        /// </summary>
        /// <param name="categoryValue"> the category value used in the aggregation.</param>
        /// <param name="typeOfGreek"> the greek type like delta, gamma, vega, theta.</param>
        /// <param name="greekValue"> the aggregated total greek value for the specified category value.</param>
        /// <exception cref="ArgumentException"> if the category value is null or empty.</exception>
        public void AddGreek(string categoryValue, GreeksEnum typeOfGreek, double greekValue)
        {
            if (String.IsNullOrEmpty(categoryValue))
            {
                throw new ArgumentException("categoryValue");
            }

            if (GreeksByCategory.ContainsKey(typeOfGreek.ToString()))
            {
                var greekEntry = GreeksByCategory[typeOfGreek.ToString()];
                greekEntry[categoryValue] = Convert.ToDecimal(greekValue);
            }
            else
            {
                GreeksByCategory.Add(typeOfGreek.ToString(), new Dictionary <string, decimal>()
                {
                    { categoryValue, Convert.ToDecimal(greekValue) }
                });
            }
        }