private static Price MathOperation(Price lhs, Price rhs, MathOperator op)
{
if (((Object)rhs == null) && ((Object)lhs == null))
{
//throw new ApplicationException("Both Prices may not be Null!");
return null;
}
else if (((Object)rhs == null) || ((Object)lhs == null))
{
if ((Object)rhs == null)
{
return (Price)lhs.MemberwiseClone();
}
else
{
switch (op)
{
case MathOperator.Add:
return (Price)rhs.MemberwiseClone();
case MathOperator.Subtract:
return (rhs * -1);
default:
throw new ApplicationException("You did not select a valid math operation");
}
}
}
else
{
// Use Eq because it is not possible to do operator overloading on an interface
if (!(lhs.Underlying.Equals(rhs.Underlying)))
{
throw new ApplicationException("Cannot add Two different currencies!");
}
else if (!(lhs.Instrument.Equals(rhs.Instrument)))
{
throw new ApplicationException("Cannot add Two different instruments!");
}
else
{
switch (op)
{
case MathOperator.Add:
return lhs.Clone(lhs.Quantity + rhs.Quantity);
case MathOperator.Subtract:
return lhs.Clone(lhs.Quantity - rhs.Quantity);
default:
throw new ApplicationException("You did not select a valid math operation");
}
}
}
}
public InstrumentSize CalculateSizeBackwards(Money amount, Price price, DateTime settlementDate)
{
if (price == null)
throw new ApplicationException(string.Format("It is not possible to calculate the size of {0} without a price", Name));
if (Util.IsNullDate(settlementDate))
throw new ApplicationException(string.Format("It is not possible to calculate the size of {0} without a valid settlement date", Name));
DateTime lastCouponPaymentDate;
DateTime nextCouponPaymentDate;
decimal factor = ai_Factor(settlementDate, null, out lastCouponPaymentDate, out nextCouponPaymentDate);
// Calculate backwards the number of bonds
return amount.CalculateSize((price + price.Clone(factor * GetCouponRate(lastCouponPaymentDate, settlementDate))));
}