public PayOffSpread(
[FactoryParameter("Option1")] PayOffBase payOff1,
[FactoryParameter("Volume1")] double volume1,
[FactoryParameter("Option2")] PayOffBase payOff2,
[FactoryParameter("Volume2")] double volume2)
{
_payOff1 = payOff1;
_volume1 = volume1;
_payOff2 = payOff2;
_volume2 = volume2;
}
public PayOffSpread(
[FactoryParameter("Option1")] PayOffBase payOff1,
[FactoryParameter("Volume1")] double volume1,
[FactoryParameter("Option2")] PayOffBase payOff2,
[FactoryParameter("Volume2")] double volume2)
{
_payOff1 = payOff1;
_volume1 = volume1;
_payOff2 = payOff2;
_volume2 = volume2;
}
public static double PayOffEvaluation(
[Parameter("PayOff")] ArgumentList payOff,
[Parameter("Point for evaluation")] double spot)
{
PayOffBase payOffBase = Factory.GetInstance <PayOffBase>(payOff);
// Note: In the above line there is an implicit conversion of payOff
// from type ArgumentList to type Dictionary<String, Object>.
// We could write this conversion explicitly in two steps:
// Dictionary<String, Object> payOffDictionary = payOff;
// PayOffBase payOffBase = Factory.GetInstance<PayOffBase>(payOffDictionary);
return(payOffBase.Payoff(spot));
}
