/// <summary> /// Method used to retrieve the MarkitSurface for a given date (new format, single date). /// </summary> private MarkitSurface Get_newFileFormat(DateTime valuationDate) { // Load data using reader MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying); data = myReader.Get(indexName, valuationDate, true); currentYear = valuationDate.Year; return(data[valuationDate]); }
/// <summary> /// Method used ton instanciate the Markit Equity IV in-memory cache (singleton). /// </summary> public void Load() { // Clear old data (potential) _data = null; _currentYear = 0.0; // Load data using reader MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying); data = myReader.Get(indexName); currentYear = Double.NaN; }
// ************************************************************ // CONSTRUCTORS // ************************************************************ #region // Constructor 1 : Generic //public Markit_IV() { } // Constructor 2 : Index name built-in /* * public Markit_Equity_IV(String argIndexName) * { * indexName = argIndexName; * } * */ #endregion // ************************************************************ // METHODS : ACCESSING DATA // ************************************************************ #region /// <summary> /// Method used ton instanciate the Markit Equity IV in-memory cache (singleton). /// </summary> private void LoadData(DateTime valuationDate) { // Skip if data already loaded if (valuationDate.Year == currentYear) { return; } // Clear old data (potential) _data = null; _currentYear = 0.0; // Load data using reader MarkitVolatilityReader myReader = new MarkitVolatilityReader(_underlying); data = myReader.Get(indexName, valuationDate); currentYear = valuationDate.Year; }