private Dictionary<int, Dictionary<int, Dictionary<DateTime, ExpoItem>>> DataContainer; // <tenor, <exposure type, <del date, expo item> // @@@ type over tenor more ligcal?
#endregion Fields
#region Constructors
public Exposure(DateTime marketDate, Unit unit, string ccy)
{
this.MarketDate = marketDate;
this.UnitSet = new Unit();
DataContainer = new Dictionary<int, Dictionary<int, Dictionary<DateTime, ExpoItem>>>();
foreach (int tenor in TENOR_TYPE.ToStringMapper.Keys) // this saves a lot of 'if s' -- alternatively, add via try/catch
{
DataContainer.Add(tenor, new Dictionary<int, Dictionary<DateTime, ExpoItem>>());
}
}
public void PostConstruct()
{
TC = DynamicData.GetTC(TC_Name);
UnitSet = DynamicData.GetUnit(UnitName);
if (String.IsNullOrEmpty(RWE_DS_Product_Daily)) RWE_DS_Product_Daily = RWE_DS_Product;
if (!String.IsNullOrEmpty(DefaultSource)) DefaultSourceType = SOURCE_TYPE.ToInt(DefaultSource);
if (!String.IsNullOrEmpty(DefaultTenor)) DefaultTenorType = TENOR_TYPE.ToInt(DefaultTenor);
if (!String.IsNullOrEmpty(DefaultVolSurface)) DefaultVolSurfaceType = SURFACE_TYPE.ToInt(DefaultVolSurface);
}
