public void addFixings(Dictionary <Date, double> source, bool forceOverwrite)
{
ObservableValue <TimeSeries <double> > target = IndexManager.instance().getHistory(name());
foreach (Date d in source.Keys)
{
if (isValidFixingDate(d))
{
if (!target.value().ContainsKey(d))
{
target.value().Add(d, source[d]);
}
else
if (forceOverwrite)
{
target.value()[d] = source[d];
}
else if (Utils.close(target.value()[d], source[d]))
{
continue;
}
else
{
throw new ArgumentException("Duplicated fixing provided: " + d + ", " + source[d] +
" while " + target.value()[d] + " value is already present");
}
}
else
{
throw new ArgumentException("Invalid fixing provided: " + d.DayOfWeek + " " + d + ", " + source[d]);
}
}
IndexManager.instance().setHistory(name(), target);
}
public ObservableValue(ObservableValue <T> t)
{
value_ = t.value_;
}
public ObservableValue <T> Assign(ObservableValue <T> t)
{
value_ = t.value_;
notifyObservers();
return(this);
}
//! stores the historical fixings of the index
public void setHistory(string name, ObservableValue <TimeSeries <double?> > history)
{
checkExists(name);
data_[name].Assign(history);
}
