public cConstHandler(cConstraints cConsts, IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_colConstraints = cConsts;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
repository = Resolver.Resolve <IRepository>();
setSeperatedConstraintCols();
}//constructor
}//Double_setCollectionOfRangeConsts
private void Double_addRangeConstsFromCollection(cConstraints cConstCol, ISecurities cSecsCol)
{ // Adds the format of constraints from collection to final variables
for (int iConst = 0; iConst < cConstCol.Count; iConst++)
{ // Inserts equality constraint
if (cConstCol[iConst].Maximum != double.MaxValue) // Maximal value
{
Double_addSingleInequalityConstraint(cConstCol[iConst], false, true, cSecsCol);
}
if (cConstCol[iConst].Minimum != double.MinValue) // Minimal value
{
Double_addSingleInequalityConstraint(cConstCol[iConst], true, false, cSecsCol);
}
} //of main for
} //Double_addRangeConstsFromCollection
}//Double_setCollectionOfEqualityConsts
private void Double_addEqualityConstsFromCollection(cConstraints cConstCol, ISecurities cSecsCol, Boolean isEmpty)
{ // Adds the format of constraints from collection to final variables
List <List <double> > colEqualitySecs = isEmpty ? m_emptyDoubleEqualitySecs : m_doubleEqualitySecs;
List <double> colEqualityVals = isEmpty ? m_emptyDoubleEqualityVals : m_doubleEqualityVals;
for (int iConst = 0; iConst < cConstCol.Count; iConst++)
{ // Inserts equality constraint
List <double> row = getDoubleOfConstraintSecs(cConstCol[iConst], false, cSecsCol); //c1
if (row != null)
{
colEqualitySecs.Add(row);
}
else
{
continue; // Skips constraint (in event failed to find corresponding securities
}
colEqualityVals.Add(cConstCol[iConst].Equality); //b1
}
}//Double_addEqualityConstsFromCollection