public SpreadMatrixDataCell GetDataCell(MDDatePair datePair)
{
lock (LockObject)
{
SecurityEntry entry = spreadMatrixEntries.GetValue(datePair.GetMinDate(), datePair.GetMaxDate());
if (entry != null)
{
SpreadMatrixDataCell cell = new SpreadMatrixDataCell();
cell.FillData(entry);
return cell;
}
return null;
}
}
void SetMinYearMonth(MDDatePair datePair)
{
if (minYearMonth == new DateTime())
minYearMonth = datePair.GetMinDate();
else
minYearMonth = MDDatePair.GetMinDate(minYearMonth, datePair.GetMinDate());
}
public MDDatePair GetDatePair()
{
switch (SubContractCount)
{
case 0:
return new MDDatePair(MaturityMonthYear, MaturityMonthYear);
case 1:
return new MDDatePair(GetSubContract(0).MaturityMonthYear, GetSubContract(0).MaturityMonthYear);
case 2:
MDDatePair datePair = new MDDatePair(GetSubContract(0).MaturityMonthYear,
GetSubContract(1).MaturityMonthYear);
return new MDDatePair(datePair.GetMinDate(), datePair.GetMaxDate());
}
throw new Exception("Contracts that contains more than 2 subcontracts detected. These contracts currently not supported.");
}
