public InterestRate CreateInterestRate(Instrument instrument, int maturity, InterestRateTenorType maturityType)
{
lock (objLock)
{
if (!(instrument.InstrumentType == InstrumentType.Deposit || instrument.InstrumentType == InstrumentType.InterestRateSwap))
{
throw new Exception("Instrument is not an Interest Rate");
}
string searchString = "ID = " + instrument.ID;
string targetString = null;
DataTable table = Database.DB["Quant"].GetDataTable(_interestRateTableName, targetString, searchString);
DataRowCollection rows = table.Rows;
if (rows.Count == 0)
{
DataRow r = table.NewRow();
r["ID"] = instrument.ID;
r["Maturity"] = maturity;
r["MaturityType"] = (int)maturityType;
rows.Add(r);
Database.DB["Quant"].UpdateDataTable(table);
return(InterestRate.FindInterestRate(instrument));
}
throw new Exception("InterestRate Already Exists");
}
}