/// <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();
}
private static Market GetMarket(IPricingStructure pricingStructure)
{
string uniqueIdentifier = pricingStructure.GetPricingStructureId().UniqueIdentifier;
var fpml = pricingStructure.GetFpMLData();
Market market = PricingStructureHelper.CreateMarketFromFpML(uniqueIdentifier, fpml);
return(market);
}
