//-------------------------------------------------------------------------
/// <summary>
/// Summarizes this swap into string form.
/// </summary>
/// <returns> the summary description </returns>
public string summaryDescription()
{
// 5Y USD 2mm Rec USD-LIBOR-6M / Pay 1% : 21Jan17-21Jan22
StringBuilder buf = new StringBuilder(64);
buf.Append(SummarizerUtils.datePeriod(StartDate.Unadjusted, EndDate.Unadjusted));
buf.Append(' ');
if (Legs.size() == 2 && PayLeg.Present && ReceiveLeg.Present && Legs.All(leg => leg is RateCalculationSwapLeg))
{
// normal swap
SwapLeg payLeg = PayLeg.get();
SwapLeg recLeg = ReceiveLeg.get();
string payNotional = notional(payLeg);
string recNotional = notional(recLeg);
if (payNotional.Equals(recNotional))
{
buf.Append(recNotional);
buf.Append(" Rec ");
buf.Append(legSummary(recLeg));
buf.Append(" / Pay ");
buf.Append(legSummary(payLeg));
}
else
{
buf.Append("Rec ");
buf.Append(legSummary(recLeg));
buf.Append(' ');
buf.Append(recNotional);
buf.Append(" / Pay ");
buf.Append(legSummary(payLeg));
buf.Append(' ');
buf.Append(payNotional);
}
}
else
{
// abnormal swap
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
buf.Append(Legs.Select(leg => (SummarizerUtils.payReceive(leg.PayReceive) + " " + legSummary(leg) + " " + notional(leg)).Trim()).collect(joining(" / ")));
}
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(StartDate.Unadjusted, EndDate.Unadjusted));
return(buf.ToString());
}
public bool CalculatePricing(IOptionRequestPricer optionPricer)
{
ResetPricing();
return(Legs != null && Legs.All(optionPricer.CalculatePricing));
}
