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 ManageableVolatilitySurfaceSnapshot Subtract(ManageableVolatilitySurfaceSnapshot a, ManageableVolatilitySurfaceSnapshot b)
{
return(new ManageableVolatilitySurfaceSnapshot(Subtract(a.Values, b.Values)));
}
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)
));
}
