public OTR(int tenor_, BondStructureDefinitionItem definition_)
{
Owner = SymmetryEnvironment.UserName;
Tenor = tenor_;
Definition = definition_;
Market = definition_.Market;
}
public void RemoveItem(BondStructureDefinitionItem item_)
{
if (Items.Contains(item_))
Items.Remove(item_);
}
public void AddItem(BondStructureDefinitionItem item_)
{
Items.Add(item_);
}
public static BondAnalysisLine FindBondFromDefinition(BondStructureDefinitionItem item_)
{
var bonds = CountryBondSource.GetInstance(item_.Market)
.Lines.Where(x => x.Maturity.Month == item_.Month && x.Maturity.Year == item_.Year);
if (bonds.Count() > 1)
bonds = bonds.Where(x => Math.Abs(x.UnderlyingBond.Coupon - item_.Coupon) < 1e-6);
if (bonds.Count() > 1)
{
Logger.Error("Possible problem as more than one bond found for the search critera",
typeof (BondAnalysisLineHelper));
}
return bonds.FirstOrDefault();
}
