Exemple #1
0
 ///<summary>
 ///</summary>
 ///<param name="name"></param>
 public void RemovePricingStructure(string name)
 {
     if (PricingStructures.ContainsKey(name))
     {
         PricingStructures.Remove(name);
     }
 }
Exemple #2
0
        public static void AssemblyInitialize(TestContext testContext)
        {
            UTE = new UnitTestEnvironment();
            var logger = Reference <ILogger> .Create(UTE.Logger);

            PricingStructures = new PricingStructures(logger, UTE.Cache, UTE.NameSpace);
            //LpmPublisher = new LpmPublisher(logger, UTE.Cache);
            CurveEngine = new CurveEngine(logger.Target, UTE.Cache);
        }
Exemple #3
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 ///<summary>
 ///</summary>
 ///<param name="name"></param>
 ///<param name="pricingStructure"></param>
 public void AddPricingStructure(string name, IPricingStructure pricingStructure)
 {
     if (pricingStructure != null)
     {
         if (PricingStructures.ContainsKey(name))
         {
             PricingStructures.Remove(name);
         }
         PricingStructures.Add(name, pricingStructure);
     }
 }
Exemple #4
0
 ///<summary>
 /// A simple market environment can only contain a maximum of 1 pricingStructure:
 /// </summary>
 ///<param name="marketId">The marketId</param>
 ///<param name="uniqueIdentifier">The uniqueIdentifier</param>
 ///<param name="pricingStructure">The pricingStructure</param>
 public SimpleMarketEnvironment(string marketId, string uniqueIdentifier, IPricingStructure pricingStructure)
     : base(marketId)
 {
     PricingStructureIdentifier = uniqueIdentifier;
     PricingStructures.Add(PricingStructureIdentifier, pricingStructure);
 }