private IEnumerable <BarrierBreachNotice> BarrierBreachNotices(QuoteWithContract quote) { IEnumerable <CommodityBarrierOption> options; if (!_ActiveBarrierOptionsByContract.TryGetValue(quote.Contract, out options)) { return(Enumerable.Empty <BarrierBreachNotice>()); } return(options .Where(option => BarrierIsBreached(option, quote.Quote)) .Select(option => new BarrierBreachNotice(option, quote))); }
public BarrierBreachNotice(CommodityBarrierOption option, QuoteWithContract quote) { Option = option; Quote = quote; }
public static bool IsValidContract(QuoteWithContract quote) { return(quote.Contract != null); }