public static ValueSnapshot FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer) { return(new ValueSnapshot(ffc.GetDouble("marketValue")) { OverrideValue = ffc.GetDouble("overrideValue") }); }
public static ConstantDoublesSurface FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer) { double z = ffc.GetDouble("z value").Value; string name = ffc.GetString("surface name"); return(new ConstantDoublesSurface(z, name)); }
public static VolatilityPoint FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer) { return(new VolatilityPoint( new Tenor(ffc.GetString("swapTenor")), new Tenor(ffc.GetString("optionExpiry")), ffc.GetDouble("relativeStrike").Value )); }
public void Deserialize(IFudgeFieldContainer msg, IFudgeDeserializer deserializer) { Ticker = msg.GetString("ticker"); Bid = msg.GetDouble("bid") ?? 0.0; Offer = msg.GetDouble("offer") ?? 0.0; }
public void Deserialize(IFudgeFieldContainer msg, IFudgeDeserializer deserializer) { Bid = msg.GetDouble("Bid") ?? 0.0; Ask = msg.GetDouble("Ask") ?? 0.0; BidVolume = msg.GetDouble("BidVolume") ?? 0.0; AskVolume = msg.GetDouble("AskVolume") ?? 0.0; Timestamp = msg.GetLong("Timestamp") ?? 0; }
public static ConstantDoublesSurface FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer) { double z = ffc.GetDouble("z value").Value; string name = ffc.GetString("surface name"); return new ConstantDoublesSurface(z, name); }
public static ValueSnapshot FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer) { return new ValueSnapshot(ffc.GetDouble("marketValue")) {OverrideValue = ffc.GetDouble("overrideValue")}; }