/// <summary>Adds default market conventions that are taken into account into a specific logger.
/// </summary>
/// <param name="logger">The logger.</param>
/// <param name="marketConventions">The market conventions which are taken into account.</param>
/// <param name="userMarketConventionInput">The user input of market conventions.</param>
public static void Add_Info(this ILogger logger, ReadOnlyMoneyMarketConventions marketConventions, MoneyMarketConventions userMarketConventionInput = null)
{
if ((logger != null) && (marketConventions != null))
{
//if ((userMarketConventionInput == null) || (userMarketConventionInput.BusinessDayConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Business day convention", marketConventions.BusinessDayConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.BusinessDaysToSettleState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Business days to settle", marketConventions.BusinessDaysToSettle);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.DayCountConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Day count convention", marketConventions.DayCountConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.CapletTenorConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Caplet tenor convention", marketConventions.CapletTenorConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FutureBasePointValueState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Future base point value", marketConventions.FutureBasePointValue);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.LiborRateRoundingRuleState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Libor Rounding Rule", marketConventions.LiborRateRoundingRule.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixingLagState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixing Lag", marketConventions.FixingLag.Name);
//}
}
}
/// <summary>Initializes a new instance of the <see cref="ReadOnlyMarketConventions"/> class.
/// </summary>
/// <param name="bondMarketConventions">The bond market conventions.</param>
/// <param name="creditMarketConventions">The credit market conventions.</param>
/// <param name="inflationMarketConventions">The inflation market conventions.</param>
/// <param name="moneyMarketConventions">The money market conventions.</param>
/// <param name="swapMarketConventions">The swap market conventions.</param>
/// <exception cref="ArgumentNullException">Thrown, if one of the arguments is <c>null</c>.</exception>
public ReadOnlyMarketConventions(ReadOnlyBondMarketConventions bondMarketConventions, ReadOnlyCreditMarketConventions creditMarketConventions, ReadOnlyInflationMarketConventions inflationMarketConventions, ReadOnlyMoneyMarketConventions moneyMarketConventions, ReadOnlySwapMarketConventions swapMarketConventions)
{
if (bondMarketConventions == null)
{
throw new ArgumentNullException("bondMarketConventions");
}
BondMarketConventions = bondMarketConventions;
if (creditMarketConventions == null)
{
throw new ArgumentNullException("creditMarketConventions");
}
CreditMarketConventions = creditMarketConventions;
if (inflationMarketConventions == null)
{
throw new ArgumentNullException("inflationMarketConventions");
}
InflationMarketConventions = inflationMarketConventions;
if (moneyMarketConventions == null)
{
throw new ArgumentNullException("moneyMarketConventions");
}
MoneyMarketConventions = moneyMarketConventions;
if (swapMarketConventions == null)
{
throw new ArgumentNullException("swapMarketConventions");
}
SwapMarketConventions = swapMarketConventions;
}
