/// <summary>
/// Method used to retrieve the MarkitSurface for a given date (new format, single date).
/// </summary>
private MarkitSurface Get_newFileFormat(DateTime valuationDate)
{
// Load data using reader
MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying);
data = myReader.Get(indexName, valuationDate, true);
currentYear = valuationDate.Year;
return(data[valuationDate]);
}
/// <summary>
/// Method used ton instanciate the Markit Equity IV in-memory cache (singleton).
/// </summary>
public void Load()
{
// Clear old data (potential)
_data = null;
_currentYear = 0.0;
// Load data using reader
MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying);
data = myReader.Get(indexName);
currentYear = Double.NaN;
}
// ************************************************************
// CONSTRUCTORS
// ************************************************************
#region
// Constructor 1 : Generic
//public Markit_IV() { }
// Constructor 2 : Index name built-in
/*
* public Markit_Equity_IV(String argIndexName)
* {
* indexName = argIndexName;
* }
*
*/
#endregion
// ************************************************************
// METHODS : ACCESSING DATA
// ************************************************************
#region
/// <summary>
/// Method used ton instanciate the Markit Equity IV in-memory cache (singleton).
/// </summary>
private void LoadData(DateTime valuationDate)
{
// Skip if data already loaded
if (valuationDate.Year == currentYear)
{
return;
}
// Clear old data (potential)
_data = null;
_currentYear = 0.0;
// Load data using reader
MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying);
data = myReader.Get(indexName, valuationDate);
currentYear = valuationDate.Year;
}