Esempio n. 1
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 /// <summary>
 /// Evaluates the implied quote.
 /// </summary>
 public NamedValueSet EvaluateImpliedQuote()
 {
     if (PriceableEquityAssets != null)
     {
         return(EvaluateImpliedQuote(this, PriceableEquityAssets.ToArray()));
     }
     return(null);
 }
Esempio n. 2
0
        /// <summary>
        /// Evaluates the implied quote.
        /// </summary>
        public NamedValueSet EvaluateImpliedQuote(ILogger logger, ICoreCache cache, string nameSpace, IBusinessCalendar fixingCalendar, IBusinessCalendar rollCalendar)
        {
            if (PriceableEquityAssets != null)
            {
                return(EvaluateImpliedQuote(this, PriceableEquityAssets.ToArray()));
            }
            FxCurveValuation curveValuation = GetEquityCurveValuation();

            PriceableEquityAssets = PriceableAssetFactory.CreatePriceableEquityAssets(logger, cache, nameSpace, curveValuation.baseDate.Value, curveValuation.spotRate, fixingCalendar, rollCalendar);
            return(EvaluateImpliedQuote(this, PriceableEquityAssets.ToArray()));
        }