public static void InstrumentFactory_StoreInstrumentsInMap(string baseName)
{
InstrumentFactory factory = ObjectMap.InstrumentFactories[baseName];
foreach (string key in factory.IrSwaps.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.IrSwaps[key];
}
foreach (string key in factory.OisSwaps.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.OisSwaps[key];
}
foreach (string key in factory.BasisSwaps.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.BasisSwaps[key];
}
foreach (string key in factory.Futures.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.Futures[key];
}
foreach (string key in factory.Fras.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.Fras[key];
}
foreach (string key in factory.Deposits.Keys)
{
ObjectMap.LinearRateInstruments[key] = factory.Deposits[key];
}
}
public static void CurveCalibrationProblem_Make(string baseName, string instrumentFactoryName, string[] identifiers, double[] quotes)
{
InstrumentFactory factory = ObjectMap.InstrumentFactories[instrumentFactoryName];
List <InstrumentQuote> instrumentQuotes = CreateInstrumentList(instrumentFactoryName, identifiers, quotes);
ObjectMap.CurveCalibrationProblems[baseName] = new CurveCalibrationProblem(factory, instrumentQuotes);
}
public static void InstrumentFactory_UpdateAllInstrumentsToPar(string baseName, string modelHandle)
{
LinearRateModel model = ObjectMap.LinearRateModels[modelHandle];
InstrumentFactory factory = ObjectMap.InstrumentFactories[baseName];
factory.UpdateAllInstrumentsToParGivenModel(model);
}
public FestivalController(IStage stage)
{
this.stage = stage;
this.setFactory = new SetFactory();
this.instrumentFactory = new InstrumentFactory();
this.performerFactory = new PerformerFactory();
this.songFactory = new SongFactory();
}
public void CreateInstrumetTest_Create_FlowdownSpread_Test()
{
var factory = new InstrumentFactory();
var instrumentState = Substitute.For <ITTInstrumentState>();
var def = new InstrDef("CME", "ZN", "SPREAD", "CME Reduced Tick Spread: 1xZN Dec15:-1xMar16", "+ZNZ5-ZNH6", "FlowdownSpread");
Instrument instrument = factory.CreateInstrument(def, instrumentState);
Assert.IsType <InstrumentSpreadFlowdown>(instrument);
}
public void CreateInstrumetTest_Create_SpreadImpliedNonlinearModel_Test()
{
var factory = new InstrumentFactory();
var instrumentState = Substitute.For <ITTInstrumentState>();
var def = new InstrDef("CME", "ZN", "FUTURE", "Dec15", "ZNZ5", "SpreadImpliedNonlinear");
Instrument instrument = factory.CreateInstrument(def, instrumentState);
Assert.IsType <InstrumentFutureSpreadImplied>(instrument);
}
public void TryToCreateInstrument()
{
var instrumentFactory = new InstrumentFactory();
var instrument = instrumentFactory.CreateInstrument("TestGuitar");
Assert.That(instrument, Is.Not.Null, "Instrument wasn't created correctly!");
Assert.That(instrument, Is.TypeOf <TestGuitar>(), "Created instrument isn't of the correct type!");
}
public static void Main(string[] args)
{
IStage stage = new Stage();
ISetFactory setFactory = new SetFactory();
IInstrumentFactory instrumentFactory = new InstrumentFactory();
ISetController setController = new SetController(stage);
IReader reader = new ConsoleReader();
IWriter writer = new ConsoleWriter();
IFestivalController festivalController = new FestivalController(stage, setFactory, setController, instrumentFactory);
IEngine engine = new Engine(reader, writer, festivalController, setController);
engine.Run();
}
public static void Main(string[] args)
{
InstrumentFactory trumpetFactory = FactoryCreator.createTrumpetFactory();
InstrumentFactory drumFactory = FactoryCreator.createDrumFactory();
InstrumentFactory guitarFactory = FactoryCreator.createGuitarFactory();
Instrument trumpet = trumpetFactory.createInstrument();
Instrument drum = drumFactory.createInstrument();
Instrument guitar = guitarFactory.createInstrument();
trumpet.play();
drum.play();
guitar.play();
}
public List <Instrument> GenerateInstruments()
{
var randomGen = new Random();
var instNumber = randomGen.Next(5, 20); // random number of instruments
var instList = new List <Instrument>();
for (var i = 0; i < instNumber; i++)
{
var instType = randomGen.Next(this._types.Length);
instList.Add(InstrumentFactory.GetInstrument(this._types[instType]));
}
return(instList);
}
public static void Main(string[] args)
{
IReader reader = new ConsoleReader();
IWriter writer = new ConsoleWriter();
IStage stage = new Stage();
IInstrumentFactory instrumentFactory = new InstrumentFactory();
IPerformerFactory performerFactory = new PerformerFactory();
ISongFactory songFactory = new SongFactory();
IFestivalController festivalController = new FestivalController(stage, instrumentFactory, performerFactory, songFactory);
ISetController setController = new SetController(stage);
var engine = new Engine(reader, writer, stage, festivalController, setController);
engine.Run();
}
private void AddToList()
{
var instrument = new InstrumentFactory().Create(_instrumentInfo);
if (_index > 0)
{
_instruments[_index] = instrument;
}
else
{
_instruments.Add(instrument);
}
OnListChanged();
}
private void StartTrackingInstrumentForLot(Lot createdLot)
{
var existingInstrument = _instrumentRepository.GetById(createdLot.InstrumentInfo.Symbol);
if (existingInstrument != null)
{
existingInstrument.AttachLotId(createdLot.Id);
_instrumentRepository.Update(existingInstrument);
}
else
{
var newInstrument = InstrumentFactory.NewInstrumentByInfo(createdLot.InstrumentInfo);
newInstrument.AttachLotId(createdLot.Id);
_instrumentRepository.Add(newInstrument);
}
}
private void InstrumentToolStripButton_Click(object sender, System.EventArgs e)
{
var clickedBtn = (InstrumentToolStripButton)sender;
if (!clickedBtn.Checked)
{
_instrument = InstrumentFactory.Create(clickedBtn.InstrumentType);
_instrument.Init(Box, _color);
_instrument.SetWidth(_lineWidth);
foreach (var btn in MainToolStrip.Items)
{
var button = btn as InstrumentToolStripButton;
if (button != null)
{
button.Checked = false;
}
}
clickedBtn.Checked = true;
}
}
public static void Main(string[] args)
{
IList <ISet> sets = new List <ISet>();
IList <ISong> songs = new List <ISong>();
IList <IPerformer> performers = new List <IPerformer>();
Stage stage = new Stage(sets, songs, performers);
IReader reader = new ConsoleReader();
IWriter writer = new ConsoleWriter();
ISetFactory setFactory = new SetFactory();
IInstrumentFactory instrumentFactory = new InstrumentFactory();
IPerformerFactory performerFactory = new PerformerFactory();
ISongFactory songFactory = new SongFactory();
IFestivalController festivalController = new FestivalController(stage, setFactory, instrumentFactory, performerFactory, songFactory);
ISetController setController = new SetController(stage);
var engine = new Engine(reader, writer, festivalController, setController);
engine.Run();
}
public BasisPriceCurve(TO_BasisPriceCurve transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider)
{
Instruments = transportObject.Instruments
.Select(x => (IAssetInstrument)InstrumentFactory.GetInstrument(x, currencyProvider, calendarProvider))
.ToList();
Pillars = transportObject.Pillars;
DiscountCurve = new IrCurve(transportObject.DiscountCurve, currencyProvider);
//need to re-link via the active model
Curve = PriceCurveFactory.GetPriceCurve(transportObject.Curve, currencyProvider, calendarProvider);
BaseCurve = PriceCurveFactory.GetPriceCurve(transportObject.BaseCurve, currencyProvider, calendarProvider);
Name = transportObject.Name;
AssetId = transportObject.AssetId;
BuildDate = transportObject.BuildDate;
PillarLabels = transportObject.PillarLabels;
Currency = currencyProvider.GetCurrencySafe(transportObject.Currency);
SpotCalendar = calendarProvider.GetCalendarSafe(transportObject.SpotCalendar);
if (transportObject.SpotLag != null)
{
SpotLag = new Frequency(transportObject.SpotLag);
}
CurveType = transportObject.CurveType;
}
void Start()
{
m_instance = this;
m_source = GlobalConfig.Instance.ProjectSourceName;
}
