public BondMeasureCalcPriceYield(Bond bond_, AsOfAndSpotSettle context_, DateTime settleDate_, BondMeasures measures_)
: base (bond_, context_, settleDate_, measures_)
{
m_measuresDisp = measures_.Subscribe(handleUpdate);
{
var px = measures_.GetValue(BondMeasure.Price);
if (px.HasValue)
handleUpdate(Tuple.Create(BondMeasure.Price, px.Value));
}
}
public BondMeasureCalcFwdPriceYield(Bond bond_, AsOfAndSpotSettle dateContext_, DateTime settlDate_, BondMeasures spotMeasures_, BondMeasures measures_)
: base(bond_, dateContext_, settlDate_,measures_)
{
m_spotMeasureDisp = spotMeasures_.Subscribe(handleSpotMeasureUpdated);
{
var px = spotMeasures_.GetValue(BondMeasure.Price);
if (px.HasValue)
handleSpotMeasureUpdated(Tuple.Create(BondMeasure.Price, px.Value));
}
}
private BondMeasureCalcSpreadsOverCurve(
Bond bond_,
SwapCurve swapcurve_,
AsOfAndSpotSettle dateContext_,
DateTime settleDate_,
BondMeasures updateThis_,
BondMeasures listenToThis_
) : base(bond_,dateContext_,settleDate_,updateThis_)
{
SwapCurve = swapcurve_;
m_listenToThisDisp = listenToThis_.Subscribe(listenToUpdated);
m_myMeasuresDisp = updateThis_.Subscribe(myMeasuresUpdated);
}