Exemple #1
0
        /// <summary>
        /// Loads one or more CSV format trade files.
        /// <para>
        /// CSV files sometimes contain a Unicode Byte Order Mark.
        /// This method uses <seealso cref="UnicodeBom"/> to interpret it.
        ///
        /// </para>
        /// </summary>
        /// <param name="resources">  the CSV resources </param>
        /// <returns> the loaded trades, all errors are captured in the result </returns>
        public ValueWithFailures <IList <Trade> > load(ICollection <ResourceLocator> resources)
        {
            ICollection <CharSource> charSources = resources.Select(r => UnicodeBom.toCharSource(r.ByteSource)).ToList();

            return(parse(charSources));
        }
Exemple #2
0
        //-------------------------------------------------------------------------
        /// <summary>
        /// Loads one or more CSV format sensitivities files.
        /// <para>
        /// In most cases each file contains one sensitivity instance, however the file format is capable
        /// of representing any number.
        /// </para>
        /// <para>
        /// Within a single file and identifier, the same combination of type, reference and tenor must not be repeated.
        /// No checks are performed between different input files.
        /// It may be useful to merge the sensitivities in the resulting list in a separate step after parsing.
        /// </para>
        /// <para>
        /// CSV files sometimes contain a Unicode Byte Order Mark.
        /// This method uses <seealso cref="UnicodeBom"/> to interpret it.
        ///
        /// </para>
        /// </summary>
        /// <param name="resources">  the CSV resources </param>
        /// <returns> the sensitivities keyed by identifier, parsing errors are captured in the result </returns>
        public ValueWithFailures <ListMultimap <string, CurveSensitivities> > load(ICollection <ResourceLocator> resources)
        {
            ICollection <CharSource> charSources = resources.Select(r => UnicodeBom.toCharSource(r.ByteSource)).ToList();

            return(parse(charSources));
        }