/// <summary>
/// Removes the given item from the collection
/// </summary>
/// <returns>True, if the item was removed, otherwise False</returns>
/// <param name="item">The item that should be removed</param>
public override bool Remove(IModelElement item)
{
ISDPAccountingFunction sDPAccountingFunctionItem = item.As <ISDPAccountingFunction>();
if (((sDPAccountingFunctionItem != null) &&
this._parent.SPAccountingFunctions.Remove(sDPAccountingFunctionItem)))
{
return(true);
}
IServiceDeliveryPoint serviceDeliveryPointItem = item.As <IServiceDeliveryPoint>();
if (((serviceDeliveryPointItem != null) &&
this._parent.ServiceDeliveryPoints.Remove(serviceDeliveryPointItem)))
{
return(true);
}
ICustomerAgreement customerAgreementItem = item.As <ICustomerAgreement>();
if (((customerAgreementItem != null) &&
this._parent.CustomerAgreements.Remove(customerAgreementItem)))
{
return(true);
}
IPricingStructure pricingStructureItem = item.As <IPricingStructure>();
if (((pricingStructureItem != null) &&
this._parent.PricingStructures.Remove(pricingStructureItem)))
{
return(true);
}
return(false);
}
/// <summary>
/// Adds the given element to the collection
/// </summary>
/// <param name="item">The item to add</param>
public override void Add(IModelElement item)
{
ISDPAccountingFunction sPAccountingFunctionsCasted = item.As <ISDPAccountingFunction>();
if ((sPAccountingFunctionsCasted != null))
{
this._parent.SPAccountingFunctions.Add(sPAccountingFunctionsCasted);
}
IServiceDeliveryPoint serviceDeliveryPointsCasted = item.As <IServiceDeliveryPoint>();
if ((serviceDeliveryPointsCasted != null))
{
this._parent.ServiceDeliveryPoints.Add(serviceDeliveryPointsCasted);
}
ICustomerAgreement customerAgreementsCasted = item.As <ICustomerAgreement>();
if ((customerAgreementsCasted != null))
{
this._parent.CustomerAgreements.Add(customerAgreementsCasted);
}
IPricingStructure pricingStructuresCasted = item.As <IPricingStructure>();
if ((pricingStructuresCasted != null))
{
this._parent.PricingStructures.Add(pricingStructuresCasted);
}
}
///<summary>
/// Creates a market environment for use in calculations.
///</summary>
///<param name="marketName">The name of the market environment.</param>
///<param name="curve">The curve.</param>
///<returns></returns>
public static IMarketEnvironment Create(string marketName, IPricingStructure curve)
{
var environment = new MarketEnvironment(marketName);
var name = (PricingStructureIdentifier)curve.GetPricingStructureId();
environment.AddPricingStructure(name.UniqueIdentifier, curve);
return(environment);
}
///<summary>
/// Creates the specified curve type.
///</summary>
///<param name="structurePropertiesRange">The properties range. This must include all mandatory properties.</param>
///<param name="valuesRange">The values to be used for bootstrapping.</param>
///<returns>A handle to a bootstrapped pricing structure.</returns>
///<exception cref="NotImplementedException"></exception>
private string CreatePricingStructure(object[,] structurePropertiesRange, object[,] valuesRange)
{
IPricingStructure pricingStructure = Engine.CreatePricingStructure(structurePropertiesRange.ToNamedValueSet(), valuesRange);
string structureId = pricingStructure.GetPricingStructureId().UniqueIdentifier;
Engine.SaveCurve(pricingStructure);
return(structureId);
}
private static Market GetMarket(IPricingStructure pricingStructure)
{
string uniqueIdentifier = pricingStructure.GetPricingStructureId().UniqueIdentifier;
var fpml = pricingStructure.GetFpMLData();
Market market = PricingStructureHelper.CreateMarketFromFpML(uniqueIdentifier, fpml);
return(market);
}
private static ISwapLegEnvironment CreateMarket(IPricingStructure discountCurve, IPricingStructure forwardCurve)
{
var market = new SwapLegEnvironment();
market.AddPricingStructure(InterestRateStreamPSTypes.DiscountCurve.ToString(), discountCurve);
market.AddPricingStructure(InterestRateStreamPSTypes.ForecastCurve.ToString(), forwardCurve);
market.AddPricingStructure(InterestRateStreamPSTypes.ReportingCurrencyFxCurve.ToString(), null);
return(market);
}
///<summary>
///</summary>
///<param name="name"></param>
///<param name="pricingStructure"></param>
public void AddPricingStructure(string name, IPricingStructure pricingStructure)
{
if (pricingStructure != null)
{
if (PricingStructures.ContainsKey(name))
{
PricingStructures.Remove(name);
}
PricingStructures.Add(name, pricingStructure);
}
}
/// <summary>
/// Adds the given element to the collection
/// </summary>
/// <param name="item">The item to add</param>
public override void Add(IModelElement item)
{
if ((this._parent.PricingStructure == null))
{
IPricingStructure pricingStructureCasted = item.As <IPricingStructure>();
if ((pricingStructureCasted != null))
{
this._parent.PricingStructure = pricingStructureCasted;
return;
}
}
}
public string PublishCurve(object[][] structurePropertiesRange, object[][] publishPropertiesRange, object[][] valuesRange)
{
// Create curve
IPricingStructure pricingStructure = PricingStructureFactory.CreatePricingStructure(Logger.Target, Cache, NameSpace, structurePropertiesRange, valuesRange);
// Get properties needed
Market market = GetMarket(pricingStructure);
string uniqueIdentifier = pricingStructure.GetPricingStructureId().UniqueIdentifier;
NamedValueSet properties = pricingStructure.GetPricingStructureId().Properties;
// Save
Publish(market, uniqueIdentifier, properties, publishPropertiesRange);
return(uniqueIdentifier);
}
/// <summary>
/// Adds the given element to the collection
/// </summary>
/// <param name="item">The item to add</param>
public override void Add(IModelElement item)
{
ITariffProfile tariffProfilesCasted = item.As <ITariffProfile>();
if ((tariffProfilesCasted != null))
{
this._parent.TariffProfiles.Add(tariffProfilesCasted);
}
IPricingStructure pricingStructuresCasted = item.As <IPricingStructure>();
if ((pricingStructuresCasted != null))
{
this._parent.PricingStructures.Add(pricingStructuresCasted);
}
}
/// <summary>
/// Removes the given item from the collection
/// </summary>
/// <returns>True, if the item was removed, otherwise False</returns>
/// <param name="item">The item that should be removed</param>
public override bool Remove(IModelElement item)
{
ITariffProfile tariffProfileItem = item.As <ITariffProfile>();
if (((tariffProfileItem != null) &&
this._parent.TariffProfiles.Remove(tariffProfileItem)))
{
return(true);
}
IPricingStructure pricingStructureItem = item.As <IPricingStructure>();
if (((pricingStructureItem != null) &&
this._parent.PricingStructures.Remove(pricingStructureItem)))
{
return(true);
}
return(false);
}
/// <summary>
/// Initializes a new instance of the <see cref="RateBasisCurve"/> class.
/// </summary>
/// <param name="logger">The logger.</param>
/// <param name="cache">The cache.</param>
/// <param name="nameSpace">The client namespace</param>
/// <param name="properties">The properties.</param>
/// <param name="refCurve">The reference parent curve id.</param>
/// <param name="value">The values.</param>
/// <param name="fixingCalendar">The fixingCalendar.</param>
/// <param name="rollCalendar">The rollCalendar.</param>
public RateBasisCurve(ILogger logger, ICoreCache cache, string nameSpace, NamedValueSet properties, IPricingStructure refCurve, Decimal value,
IBusinessCalendar fixingCalendar, IBusinessCalendar rollCalendar)
: base(logger, cache, nameSpace, AdjustMarketQuotes(value, refCurve.GetFpMLData(), PropertyHelper.ExtractUniqueCurveIdentifier(properties)), properties,
fixingCalendar, rollCalendar)
{
PricingStructureData = new PricingStructureData(CurveType.Child, AssetClass.Rates, properties);
ReferenceCurveId = refCurve.GetPricingStructureId();
}
///<summary>
/// Creates a market environment for use in calculations.
///</summary>
///<param name="marketName">The name of the market environment.</param>
///<param name="uniqueIdentifier">The unique Identifier.</param>
///<param name="curve">The curve.</param>
///<returns></returns>
public static ISimpleMarketEnvironment CreateSimpleEnvironment(string marketName, string uniqueIdentifier, IPricingStructure curve)
{
var environment = new SimpleMarketEnvironment(marketName, uniqueIdentifier, curve);
return(environment);
}
/// <summary>
/// Stores the structure.
/// </summary>
/// <param name="marketEnvironment">The market environment.</param>
/// <param name="name">The name.</param>
/// <param name="pricingStructure">The pricing structure.</param>
/// <returns></returns>
public static IMarketEnvironment StoreStructure(IMarketEnvironment marketEnvironment, string name, IPricingStructure pricingStructure)
{
var market = (MarketEnvironment)marketEnvironment;
if (!StructureExists(marketEnvironment, name))
{
market.AddPricingStructure(name, pricingStructure);
}
return(market);
}
///<summary>
/// A simple market environment can only contain a maximum of 1 pricingStructure:
/// </summary>
///<param name="marketId">The marketId</param>
///<param name="uniqueIdentifier">The uniqueIdentifier</param>
///<param name="pricingStructure">The pricingStructure</param>
public SimpleMarketEnvironment(string marketId, string uniqueIdentifier, IPricingStructure pricingStructure)
: base(marketId)
{
PricingStructureIdentifier = uniqueIdentifier;
PricingStructures.Add(PricingStructureIdentifier, pricingStructure);
}
