public static SensitivitySet Add(SensitivitySet sensitivitySet1, SensitivitySet sensitivitySet2)
{
SensitivitySet result = SensitivitySetHelper.Copy(sensitivitySet1);//BinarySerializerHelper.Clone(sensitivitySet1);//TODO problem with the binary serializer
var proccessedMeasureTypes = new List <string>();
foreach (Sensitivity bq1 in result.sensitivity)
{
proccessedMeasureTypes.Add(bq1.name);
//var sensitivity = new Sensitivity {name = bq1.name, Value = bq1.Value};
Sensitivity bq2 = GetSensitivityByName(sensitivitySet2, bq1.name);
if (null != bq2)
{
bq1.Value += bq2.Value;
}
}
var bqToAddToList = sensitivitySet2.sensitivity.Where(bq2 => - 1 == proccessedMeasureTypes.IndexOf(bq2.name)).ToList();
bqToAddToList.AddRange(result.sensitivity);
result.sensitivity = bqToAddToList.ToArray();
return(result);
}
public static Quotation Copy(Quotation baseQuotation)
{
Quotation quotation = null;
if (baseQuotation != null)
{
quotation = new Quotation();
if (baseQuotation.businessCenter != null)
{
quotation.businessCenter = BusinessCentersHelper.Parse(baseQuotation.businessCenter.Value).businessCenter[0];
}
if (baseQuotation.currency != null)
{
quotation.currency = CurrencyHelper.Parse(baseQuotation.currency.Value);
}
if (baseQuotation.valueSpecified)
{
quotation.value = baseQuotation.value;
quotation.valueSpecified = true;
}
if (baseQuotation.valuationDateSpecified)
{
quotation.valuationDate = baseQuotation.valuationDate;
quotation.valuationDateSpecified = true;
}
if (baseQuotation.expiryTimeSpecified)
{
quotation.expiryTime = baseQuotation.expiryTime;
quotation.expiryTimeSpecified = true;
}
if (baseQuotation.sideSpecified)
{
quotation.side = baseQuotation.side;
quotation.sideSpecified = true;
}
if (baseQuotation.timeSpecified)
{
quotation.time = baseQuotation.time;
quotation.timeSpecified = true;
}
if (baseQuotation.sensitivitySet != null)
{
quotation.sensitivitySet = SensitivitySetHelper.Copy(baseQuotation.sensitivitySet);
}
if (baseQuotation.measureType != null)
{
quotation.measureType = AssetMeasureTypeHelper.Copy(baseQuotation.measureType);
}
if (baseQuotation.quoteUnits != null)
{
quotation.quoteUnits = PriceQuoteUnitsHelper.Copy(baseQuotation.quoteUnits);
}
if (baseQuotation.informationSource != null)
{
quotation.informationSource = InformationSourceHelper.Copy(baseQuotation.informationSource).ToArray();
}
if (baseQuotation.exchangeId != null)
{
quotation.exchangeId = ExchangeIdHelper.Copy(baseQuotation.exchangeId);
}
}
return(quotation);
}