コード例 #1
0
ファイル: LVSingleAsset.cs プロジェクト: mpvyard/qwack
        public void SetupFeatures(FeatureCollection pathProcessFeaturesCollection)
        {
            var mappingFeature = pathProcessFeaturesCollection.GetFeature <IPathMappingFeature>();

            _factorIndex = mappingFeature.AddDimension(_name);

            _timesteps = pathProcessFeaturesCollection.GetFeature <ITimeStepsFeature>();
            var stepSize = (_expiryDate - _startDate).TotalDays / _numberOfSteps;

            for (var i = 0; i < _numberOfSteps - 1; i++)
            {
                _timesteps.AddDate(_startDate.AddDays(i * stepSize));
            }
            _timesteps.AddDate(_expiryDate);
        }