public static double[] CreateTermArray(MaturityType maturityType, double maxTerm, double minTerm = 0, bool skipMinTerm = false)
{
decimal increment;
switch (maturityType)
{
case MaturityType.Annually:
increment = 1;
break;
case MaturityType.SemiAnnually:
increment = decimal.Divide(1, 2);
break;
case MaturityType.Quarterly:
increment = decimal.Divide(1, 4);
break;
case MaturityType.Monthly:
increment = decimal.Divide(1, 12);
break;
case MaturityType.Custom:
default:
throw new NotImplementedException($"Cannot determine predefined terms for a curve of maturity type {maturityType}");
}
var minTermDecimal = (decimal)minTerm + (skipMinTerm ? increment : 0);
var maxTermDecimal = (decimal)maxTerm;
return(Array.ConvertAll(CreateArrayConstantIncrement(maxTermDecimal, increment, minTermDecimal), x => (double)x));
}
public static string GetMaturityTypeString(MaturityType maturityType)
{
var stringLocalizer = (IStringLocalizer <Helper>)PrismApplicationBase.Current.Container.Resolve(typeof(IStringLocalizer <Helper>));
switch (maturityType)
{
case MaturityType.Early:
return(stringLocalizer.GetString("early"));
case MaturityType.SemiEarly:
return(stringLocalizer.GetString("semi_early"));
case MaturityType.Intermediate:
return(stringLocalizer.GetString("intermediate"));
case MaturityType.SemiLate:
return(stringLocalizer.GetString("semi_late"));
case MaturityType.Late:
return(stringLocalizer.GetString("late"));
default:
return("");
}
}
public void SetTermsAndRates(IDictionary <double, double> termsAndRates, MaturityType maturityType = MaturityType.Custom)
{
var terms = termsAndRates.Keys.ToArray();
var rates = termsAndRates.Values.ToArray();
SetTermsAndRates(terms, rates, maturityType);
}
public StreamingContent(string title, string desc, MaturityType maturity, double stars, GenreType genre)
{
Title = title;
Desc = desc;
Maturity = maturity;
Stars = stars;
Genre = genre;
}
public void SetMaturity_CheckFamilyFriendly(MaturityType rating, bool expectedFriendly)
{
StreamingContent content = new StreamingContent();
content.Maturity = rating;
bool actual = content.IsFamilyFriendly;
bool expected = expectedFriendly;
Assert.AreEqual(actual, expected);
}
public Movie(string title, string desc, MaturityType maturity, GenreType genre, double stars, double runTime)
: base(title, desc, maturity, stars, genre)
{
RunTime = runTime;
}
public KTimesPerYearCompTypeTransformer(MaturityType compoundingFrequency) : base(compoundingFrequency)
{
}
public void SetTermsAndRates(double[] terms, double[] rates, MaturityType maturityType = MaturityType.Custom)
{
Terms = terms;
MaturityType = maturityType;
_rates = rates;
}
public Curve(CurveType curveType, CompoundingType compoundingType, MaturityType?compoundingFrequency, MaturityType maturityType, double[] terms, double[] rates)
{
SetTermsAndRates(terms, rates, maturityType);
CurveType = curveType;
CompoundingType = compoundingType;
CompoundingFrequency = compoundingFrequency;
}
