public static Quotation Add(Quotation quotation1, Quotation quotation2)
{
var result = QuotationHelper.Copy(quotation1);
//new Quotation
// {
// businessCenter = quotation1.businessCenter,
// cashFlowType = quotation1.cashFlowType,
// currency = quotation1.currency,
// exchangeId = quotation1.exchangeId
// };
//BinarySerializerHelper.Clone(quotation1);//TODO problem with the binary serializer
if (null != quotation2)
{
result.value += quotation2.value;
if (quotation2.sensitivitySet == null)
{
return(result);
}
if (quotation1.sensitivitySet == null)
{
result.sensitivitySet = quotation2.sensitivitySet;
return(result);
}
//Add the sensitivity set values.
result.sensitivitySet = new[] { Add(quotation1.sensitivitySet[0], quotation2.sensitivitySet[0]) };
}
return(result);
}
public static AssetValuation Copy(AssetValuation baseValuation)
{
AssetValuation result = null;
if (baseValuation != null)
{
result = new AssetValuation();
if (baseValuation.quote != null)
{
result.quote = QuotationHelper.Copy(baseValuation.quote).ToArray();
}
if (baseValuation.fxRate != null)
{
var fxRate = new List <FxRate>();
foreach (var rate in baseValuation.fxRate)
{
var newRate = new FxRate
{
quotedCurrencyPair = new QuotedCurrencyPair
{
currency1 =
CurrencyHelper.Copy(
rate.quotedCurrencyPair.
currency1),
currency2 =
CurrencyHelper.Copy(
rate.quotedCurrencyPair.
currency2),
quoteBasis =
rate.quotedCurrencyPair.
quoteBasis
}
};
fxRate.Add(newRate);
}
result.fxRate = fxRate.ToArray();
}
if (baseValuation.valuationScenarioReference != null)
{
result.valuationScenarioReference = new ValuationScenarioReference
{
href = baseValuation.valuationScenarioReference.href
};
}
if (baseValuation.id != null)
{
result.id = baseValuation.id;
}
if (baseValuation.objectReference != null)
{
result.objectReference = new AnyAssetReference {
href = baseValuation.objectReference.href
};
}
}
return(result);
}
/// <summary>
/// Sums all quotations. They are assumed to be the same metric.
/// </summary>
/// <param name="quotationList">The quotation list contains all quotations of the same metric.</param>
/// <param name="currency">THe currency of the quotation. This may be null.</param>
/// <returns></returns>
public static Quotation Sum(List <Quotation> quotationList, Currency currency)
{
var result = new List <Quotation>();//quotationList.FindAll(quotation => currency == quotation.currency);
foreach (var quote in quotationList)
{
if (currency == null && quote.currency == null)
{
result.Add(quote);
}
if (currency != null && quote.currency != null)
{
if (currency.Value == quote.currency.Value)
{
result.Add(quote);
}
}
}
if (0 == result.Count)
{
return(null);
}
if (1 == result.Count)
{
return(QuotationHelper.Copy(result[0]));//BinarySerializerHelper.Clone(result[0]);//TODO problem with the binary serializer
}
// clone collection internally - just to keep invariant of the method.
//
List <Quotation> clonedCollection = QuotationHelper.Copy(quotationList);//BinarySerializerHelper.Clone(quotationList);//TODO problem with the binary serializer
Quotation firstElement = clonedCollection[0];
clonedCollection.RemoveAt(0);
Quotation sumOfTheTail = Sum(clonedCollection, currency);
return(Add(firstElement, sumOfTheTail));
}