public AssetMarket(AssetId asset, DateTime refDate, ITimeMeasure time,
double spot,
DiscountCurve riskFreeDiscount,
DiscountCurve repoCurve,
DividendQuote[] dividends,
VolatilityMatrix volMatrix)
{
Time = time;
Spot = spot;
RiskFreeDiscount = riskFreeDiscount;
RepoCurve = repoCurve;
Dividends = dividends;
VolMatrix = volMatrix;
RefDate = refDate;
Asset = asset;
if (refDate != repoCurve.RefDate || refDate != time.RefDate)
{
throw new Exception("AssetMarket : incompatible ref date !");
}
}
public static FinancingId AssetCollat(AssetId asset)
{
return(new FinancingId(asset.Name, asset.Currency));
}
protected bool Equals(AssetId other)
{
return(string.Equals(name, other.name) && Equals(currency, other.currency));
}
