/// <summary>
/// Constructor with single currency. The only constructor.
/// </summary>
/// <param name="currency"></param>
protected ProductWrapper(Currency currency)
{
this.currency = currency;
indexAndDates = new Dictionary <MarketObservable, List <Date> >();
indexAndValues = new Dictionary <MarketObservable, List <double> >();
getIndexValueToUse = GetNormal;
}
protected ProductWrapper()
{
indexAndDates = new Dictionary <MarketObservable, List <Date> >();
indexAndValues = new Dictionary <MarketObservable, List <double> >();
getIndexValueToUse = new GetIndexValueDelegate(GetNormal);
Init();
}
/// <summary>
/// Uses the overload <see cref="Product.GetCFs"/> to work out which <see cref="MarketObservable"/>s
/// are required and at which times the cashflows take place. All the MarketObservable values
/// are set to 0.1 so the getCFs method must work fine for this value even if it is unnatural.
/// </summary>
protected void Init()
{
getIndexValueToUse = new GetIndexValueDelegate(GetWithLogging);
List <Cashflow> cfs = GetCFs();
SetCashflowDates(cfs.GetDates());
getIndexValueToUse = new GetIndexValueDelegate(GetNormal);
currency = cfs[0].currency;
}
/// <summary>
/// Uses the overload <see cref="Product.GetCFs"/> to work out which <see cref="MarketObservable"/>s
/// are required and at which times the cashflows take place. All the MarketObservable values
/// are set to 0.1 so the getCFs method must work fine for this value even if it is unnatural.
/// </summary>
protected void Init()
{
indexAndDates = new Dictionary <MarketObservable, List <Date> >();
indexAndValues = new Dictionary <MarketObservable, List <double> >();
getIndexValueToUse = GetNormal;
getIndexValueToUse = GetWithLogging;
var cfs = GetCFs();
SetCashflowDates(cfs.GetDates());
getIndexValueToUse = GetNormal;
currency = cfs[0].Currency;
}
protected ProductWrapper()
{
_indexAndDates = new Dictionary <MarketObservable, List <Date> >();
_indexAndValues = new Dictionary <MarketObservable, List <double> >();
_getIndexValueToUse = GetNormal;
}
