C# (CSharp) pragmatic_quant_model.Product Coupon Examples

Example #1

File: IProduct.cs Project: xyicheng/pragmatic-quant

 public IFixing[] Visit(Coupon coupon)
 {
     return(coupon.Fixings);
 }

Example #2

File: IProduct.cs Project: xyicheng/pragmatic-quant

            public DateTime[] Visit(Coupon coupon)
            {
                var fixingsDates = coupon.Fixings.Select(f => f.Date).Distinct();

                return(fixingsDates.Union(new[] { coupon.PaymentInfo.Date }).ToArray());
            }

Example #3

File: IProduct.cs Project: xyicheng/pragmatic-quant

 public PaymentInfo[] Visit(Coupon coupon)
 {
     return(new[] { coupon.PaymentInfo });
 }