public void AddVolParameter(VolParam newVolparam)
{
using (var db = new DevDbContext())
{
db.VolParam.Add(newVolparam);
db.SaveChanges();
}
log.Info($"Add New Vol product: {newVolparam.Product} price: {newVolparam.MaturityDate}");
}
public void UpdateVolParams(VolParam updatedParam)
{
using (var db = new DevDbContext())
{
VolParam param = db.VolParam.First(i => i.MaturityDate == updatedParam.MaturityDate && i.ProductId == updatedParam.ProductId);
param.A = updatedParam.A;
param.B = updatedParam.B;
param.Sigma = updatedParam.Sigma;
param.Rho = updatedParam.Rho;
param.M = updatedParam.M;
db.SaveChanges();
}
log.Info($"Volatility parameters updated for maturity: {updatedParam.MaturityDate} product: {updatedParam.ProductId}");
log.Info($"New parameters: A={updatedParam.A} B={updatedParam.B} Sigma={updatedParam.Sigma} Rho={updatedParam.Rho} M={updatedParam.M}");
}