/// <summary>Sets the rounding rule for Libor rates and sets the <see cref="LiborRateRoundingRuleState"/> to <see cref="ConventionState.StandardValue"/>.
/// </summary>
/// <param name="liborRateRoundingRule">The rounding rule for Libor rates.</param>
internal void SetStandardLiborRateRoundingRule(IRoundingRule liborRateRoundingRule)
{
if (liborRateRoundingRule == null)
{
throw new ArgumentNullException("liborRateRoundingRule");
}
m_LiborRateRoundingRule = liborRateRoundingRule;
m_LiborRateRoundingRuleState = ConventionState.StandardValue;
}
/// <summary>Sets the rounding rule and sets the <see cref="RoundingRuleState"/> to <see cref="ConventionState.StandardValue"/>.
/// </summary>
/// <param name="roundingRule">The rounding rule.</param>
/// <returns>A value indicating whether <see cref="RoundingRule"/> and <see cref="RoundingRuleState"/> has been changed.</returns>
internal void SetStandardRoundingRule(IRoundingRule roundingRule)
{
if (roundingRule == null)
{
throw new ArgumentNullException("roundingRule");
}
m_RoundingRule = roundingRule;
m_RoundingRuleState = ConventionState.StandardValue;
}
/// <summary>Initializes a new instance of the <see cref="ReadOnlyInflationMarketConventions"/> class.
/// </summary>
/// <param name="inflationMarketConventions">The inflation market conventions.</param>
/// <exception cref="ArgumentNullException">Thrown, if <paramref name="inflationMarketConventions"/> is <c>null</c>.</exception>
/// <exception cref="ArgumentException">Thrown, if <paramref name="inflationMarketConventions"/> is not completely defined.</exception>
public ReadOnlyInflationMarketConventions(InflationMarketConventions inflationMarketConventions)
{
if (inflationMarketConventions == null)
{
throw new ArgumentNullException("inflationMarketConventions");
}
if (inflationMarketConventions.IsCompletelyDefined == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Inflation market conventions"), "inflationMarketConventions");
}
RoundingRule = inflationMarketConventions.RoundingRule;
SwapMarket = inflationMarketConventions.SwapMarket.AsReadOnly();
BondMarket = inflationMarketConventions.BondMarket.AsReadOnly();
}
/// <summary>Gets a specific rounding rule with respect to its <see cref="System.String"/> representation.
/// </summary>
/// <param name="name">The name of the rounding rule.</param>
/// <param name="value">The rounding rule (output).</param>
/// <param name="addIntoPool">If a individual rounding rule has been created, the corresponding
/// <paramref name="value"/> object will be added to the <see cref="RoundingRule"/> if set to <c>true</c>.</param>
/// <returns>A value indicating whether <paramref name="value"/> contains valid data.</returns>
public static bool TryGetValue(string name, out IRoundingRule value, bool addIntoPool = false)
{
if (sm_Pool.TryGetValue(name, out value) == true)
{
return(true);
}
// Format: "Rulename:Unit=23.1" or "Rulename:Digits=5" etc.
string[] ruleNameSplit = name.Split(':', '=');
if ((ruleNameSplit != null) && (ruleNameSplit.Length == 3))
{
Type roundingRuleType;
if (sm_RoundingRuleTypes.TryGetValue(ruleNameSplit[0].ToIDString(), out roundingRuleType) == true)
{
try
{
/* assume that the rounding rule needs exactly one argument in the constructor:
*/
Type parameterType = roundingRuleType.GetConstructors()[0].GetParameters()[0].ParameterType;
if (parameterType.Equals(typeof(Int32)) == true)
{
value = (IRoundingRule)Activator.CreateInstance(roundingRuleType, Int32.Parse(ruleNameSplit[2]));
}
else if (parameterType.Equals(typeof(Double)) == true)
{
value = (IRoundingRule)Activator.CreateInstance(roundingRuleType, Double.Parse(ruleNameSplit[2], CultureInfo.InvariantCulture));
}
else if (parameterType.Equals(typeof(String)) == true)
{
value = (IRoundingRule)Activator.CreateInstance(roundingRuleType, ruleNameSplit[2]);
}
if (value != null)
{
if (addIntoPool == true)
{
sm_Pool.Add(value);
}
return(true);
}
}
catch
{
return(false);
}
}
}
return(false);
}
/// <summary>Initializes a new instance of the <see cref="ReadOnlyMoneyMarketConventions"/> class.
/// </summary>
/// <param name="moneyMarketConventions">The money market conventions.</param>
/// <exception cref="ArgumentNullException">Thrown, if <paramref name="moneyMarketConventions"/> is <c>null</c>.</exception>
/// <exception cref="ArgumentException">Thrown, if <paramref name="moneyMarketConventions"/> is not completely defined.</exception>
public ReadOnlyMoneyMarketConventions(MoneyMarketConventions moneyMarketConventions)
{
if (moneyMarketConventions == null)
{
throw new ArgumentNullException("moneyMarketConventions");
}
if (moneyMarketConventions.IsCompletelyDefined == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Money market conventions"), "moneyMarketConventions");
}
BusinessDayConvention = moneyMarketConventions.BusinessDayConvention;
FixingLag = moneyMarketConventions.FixingLag;
BusinessDaysToSettle = moneyMarketConventions.BusinessDaysToSettle.Value;
CapletTenorConvention = moneyMarketConventions.CapletTenorConvention;
DayCountConvention = moneyMarketConventions.DayCountConvention;
FutureBasePointValue = moneyMarketConventions.FutureBasePointValue;
LiborIndexName = moneyMarketConventions.LiborIndexName;
LiborRateRoundingRule = moneyMarketConventions.LiborRateRoundingRule;
}
/// <summary>Adds the specified rounding rule.
/// </summary>
/// <param name="roundingRule">The rounding rule.</param>
/// <returns>A value indicating whether <paramref name="roundingRule"/> has been inserted.</returns>
public static ItemAddedState Add(IRoundingRule roundingRule)
{
return(sm_Pool.Add(roundingRule));
}
