public object Get(GetAsset request)
{
if (request.id < 1)
{
throw new HttpError(HttpStatusCode.NotFound, "Assets not found. Please check Id");
}
ApiUser hdUser = request.ApiUser;
CheckAssets(hdUser);
var query = base.Request.QueryString;
return(base.RequestContext.ToOptimizedResultUsingCache(base.Cache, string.Format("urn:{0}:{1}{2}", base.Request.GetBasicAuth(), base.Request.PathInfo.Substring(1), (base.Request.QueryString.Count > 0 ? ":" + base.Request.QueryString.ToString() : "")),
new System.TimeSpan(0, 1, 0), () =>
{
return GetAsset(request);
}));
}
/*! \param maxTimeSteps is used to limit timeSteps when using Boyle-Lau
* optimization. If zero (the default) the maximum number of
* steps is calculated by an heuristic: anything when < 1000,
* otherwise no more than 5*timeSteps.
* If maxTimeSteps is equal to timeSteps Boyle-Lau is disabled.
* Likewise if the lattice is not CoxRossRubinstein Boyle-Lau is
* disabled and maxTimeSteps ignored.
*/
public BinomialBarrierEngine(GetTree getTree, GetAsset getAsset,
GeneralizedBlackScholesProcess process, int timeSteps, int maxTimeSteps = 0)
{
process_ = process;
timeSteps_ = timeSteps;
maxTimeSteps_ = maxTimeSteps;
getTree_ = getTree;
getAsset_ = getAsset;
Utils.QL_REQUIRE(timeSteps > 0, () =>
"timeSteps must be positive, " + timeSteps + " not allowed");
Utils.QL_REQUIRE(maxTimeSteps == 0 || maxTimeSteps >= timeSteps, () =>
"maxTimeSteps must be zero or greater than or equal to timeSteps, " + maxTimeSteps + " not allowed");
if (maxTimeSteps_ == 0)
{
maxTimeSteps_ = Math.Max(1000, timeSteps_ * 5);
}
process_.registerWith(update);
}
public object GetAsset(GetAsset request)
{
CheckAssets(request.ApiUser);
return(Models.Assets.GetAsset(request.ApiUser, request.id));
}