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 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;
}
