private UpsertStructuredMarketDataRequest CreateUpsertUsdRateCurve(DateTimeOffset effectiveAt)
{
var json = GetRateCurveJsonFromFile("USD6M.json");
var structuredMarketId = new StructuredMarketDataId(
provider: "Lusid",
effectiveAt: effectiveAt.ToString("o"),
marketAsset: "USD/6M",
marketElementType: "ZeroCurve",
priceSource: "");
var structuredMarketData = new StructuredMarketData(
name: $"USD_6m_json",
documentFormat: "json",
version: "1.0",
document: json);
return(new UpsertStructuredMarketDataRequest(structuredMarketId, structuredMarketData));
}
private UpsertStructuredMarketDataRequest CreateUpsertOisCurve(DateTimeOffset effectiveAt, string currency)
{
var json = GetRateCurveJsonFromFile($"{currency}OIS.json");
var structuredMarketId = new StructuredMarketDataId(
provider: "Lusid",
effectiveAt: effectiveAt.ToString("o"),
marketAsset: $"{currency}/{currency}OIS",
marketElementType: "ZeroCurve",
priceSource: "");
var structuredMarketData = new StructuredMarketData(
name: $"{currency}OIS_json_file",
documentFormat: "json",
version: "1.0",
document: json);
return(new UpsertStructuredMarketDataRequest(structuredMarketId, structuredMarketData));
}
