private static UpdateAction <ManageableMarketDataSnapshot> PrepareSurfaceAddAction(VolatilitySurfaceKey key, ManageableVolatilitySurfaceSnapshot value)
{
var valueClone = value.Clone();
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilitySurfaces.Add(key, valueClone.Clone());
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilitySurfaces"));
}
));
}
private static UpdateAction <ManageableMarketDataSnapshot> PrepareSurfaceRemoveAction(VolatilitySurfaceKey volatilitySurfaceKey, ManageableVolatilitySurfaceSnapshot manageableVolatilitySurfaceSnapshot)
{
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilitySurfaces.Remove(volatilitySurfaceKey);
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilitySurfaces"));
},
OverriddenVolatilitySurfaceDisappearingWarning.Of(volatilitySurfaceKey, manageableVolatilitySurfaceSnapshot)
));
}
public static IEnumerable <Warning> Of(VolatilitySurfaceKey key, ManageableVolatilitySurfaceSnapshot value)
{
return(value.HaveOverrides() ? new Warning[] { new OverriddenVolatilitySurfaceDisappearingWarning(key) } : new Warning[] { });
}
private OverriddenVolatilitySurfaceDisappearingWarning(VolatilitySurfaceKey key)
: base(string.Format("Volatility Surface {0} will not be present in the new snapshot, overrides will be lost", key))
{
}
private OverriddenVolatilitySurfaceDisappearingWarning(VolatilitySurfaceKey key)
: base(string.Format("Volatility Surface {0} will not be present in the new snapshot, overrides will be lost", key))
{
}
public static IEnumerable<Warning> Of(VolatilitySurfaceKey key, ManageableVolatilitySurfaceSnapshot value)
{
return value.HaveOverrides() ? new Warning[] { new OverriddenVolatilitySurfaceDisappearingWarning(key) } : new Warning[] { };
}
