public static IEnumerable<PricingItem> ExtractNonUSBonds(IEnumerable<PricingItem> allItems_)
{
return allItems_.GetInstrumentTypes(InstrumentTypes.Bonds)
.GetPriceTypes(PriceTypes.Price)
.Where(x => !US_BONDS_SUFFIX.Contains(x.SymmetryCode.Substring(0, 2)));
}
public static IEnumerable<PricingItem> ExtractUSBonds(IEnumerable<PricingItem> allItems_)
{
return allItems_.GetInstrumentTypes(InstrumentTypes.Bonds)
.GetPriceTypes(PriceTypes.Price)
.Where(x => US_BONDS_SUFFIX.Contains(x.SymmetryCode.Substring(0, 2)))
.Where(x => x.SymmetryCode.StartsWith("US912") || x.SymmetryCode.StartsWith("CA"));
}
