/// <summary>
/// Sets the marketQuote.
/// </summary>
/// <param name="quotes">The quotes.</param>
/// <param name="measureType">The measure type.</param>
protected void SetQuote(String measureType, IList <BasicQuotation> quotes)
{
BasicQuotation normalisedQuote = MarketQuoteHelper.GetMarketQuoteAndNormalise(measureType, quotes);
IsVolatilityQuote = true;
if (normalisedQuote != null)
{
if (normalisedQuote.measureType.Value == VolatilityQuotationType)
{
MarketQuote = normalisedQuote;
Volatility = normalisedQuote.value;
}
if (measureType == "SpotRate")
{
ParRate = normalisedQuote.value;
}
if (measureType == "Strike")
{
Strike = normalisedQuote.value;
}
if (measureType == "Premium")
{
Premium = normalisedQuote.value;
}
}
}
/// <summary>
/// Sets the marketQuote.
/// </summary>
/// <param name="quotes">The quotes.</param>
/// <param name="measureType">The measure type.</param>
private void SetQuote(String measureType, IList <BasicQuotation> quotes)
{
BasicQuotation normalisedQuote = MarketQuoteHelper.GetMarketQuoteAndNormalise(measureType, quotes);
IsVolatilityQuote = true;
if (normalisedQuote == null)
{
return;
}
if (normalisedQuote.measureType.Value == VolatilityQuotationType)
{
MarketQuote = normalisedQuote;
Volatility = normalisedQuote.value;
}
}
/// <summary>
/// Sets the marketQuote.
/// </summary>
/// <param name="quotes">The quotes.</param>
/// <param name="measureType">The measure type.</param>
protected void SetQuote(String measureType, IList <BasicQuotation> quotes)
{
BasicQuotation normalisedQuote = MarketQuoteHelper.GetMarketQuoteAndNormalise(measureType, quotes);
IsVolatilityQuote = true;
if (normalisedQuote.measureType.Value == VolatilityQuotationType)
{
MarketQuote = normalisedQuote;
Volatility = MarketQuote.value;
}
if (measureType == "ForwardRate")
{
ForwardRate = normalisedQuote.value;
}
if (measureType == "Strike")
{
Strike = normalisedQuote.value;
}
}