private UpsertStructuredMarketDataRequest CreateUpsertUsdRateCurve(DateTimeOffset effectiveAt) { var json = GetRateCurveJsonFromFile("USD6M.json"); var structuredMarketId = new StructuredMarketDataId( provider: "Lusid", effectiveAt: effectiveAt.ToString("o"), marketAsset: "USD/6M", marketElementType: "ZeroCurve", priceSource: ""); var structuredMarketData = new StructuredMarketData( name: $"USD_6m_json", documentFormat: "json", version: "1.0", document: json); return(new UpsertStructuredMarketDataRequest(structuredMarketId, structuredMarketData)); }
private UpsertStructuredMarketDataRequest CreateUpsertOisCurve(DateTimeOffset effectiveAt, string currency) { var json = GetRateCurveJsonFromFile($"{currency}OIS.json"); var structuredMarketId = new StructuredMarketDataId( provider: "Lusid", effectiveAt: effectiveAt.ToString("o"), marketAsset: $"{currency}/{currency}OIS", marketElementType: "ZeroCurve", priceSource: ""); var structuredMarketData = new StructuredMarketData( name: $"{currency}OIS_json_file", documentFormat: "json", version: "1.0", document: json); return(new UpsertStructuredMarketDataRequest(structuredMarketId, structuredMarketData)); }