// For a specific strike and maturity, we use the option(call or put) which is out of the money
// this methode is in charge to retreive the current option ric out of the money
private double GetOutTheMoneyOptionPrice(ObsInstruPosition pos, string optionType)
{
// build option tt code
string targetOptionTtCode = Option.GetOptionTtCode(pos.ProductName, optionType, pos.MaturityDate, pos.Strike);
// get or suscribe option price
double targetOptionPrice;
_instrumentPriceSafeDico.TryGetValue(targetOptionTtCode, out targetOptionPrice);
return(targetOptionPrice);
}
public void LoadCurrentDeals()
{
_deals = _dbManager.GetAllDeals();
ResetInstrumentPosition();
foreach (var deal in _deals)
{
ObsInstruPosition pos;
if (!_currentPosDico.TryGetValue(deal.InstrumentId, out pos))
{
var newPos = new ObsInstruPosition(deal);
_currentPosDico.Add(deal.InstrumentId, newPos);
ObsPositions.Add(newPos);
continue;
}
Pnl.ComputeInstrumentPosition(pos, deal);
}
ResetBookPosition();
foreach (ObsInstruPosition instruPos in _currentPosDico.Values)
{
ObsBookPosition pos;
if (!_bookPositionDico.TryGetValue(instruPos.Book, out pos))
{
var newPos = new ObsBookPosition(instruPos);
_bookPositionDico.Add(instruPos.Book, newPos);
ObsBookPosition.Add(newPos);
return;
}
Pnl.ComputeBookPosition(pos, instruPos);
}
foreach (ObsInstruPosition instruPos in _expiredPosDico.Values)
{
ObsBookPosition pos;
if (!_bookPositionDico.TryGetValue(instruPos.Book, out pos))
{
var newPos = new ObsBookPosition(instruPos);
_bookPositionDico.Add(instruPos.Book, newPos);
ObsBookPosition.Add(newPos);
return;
}
Pnl.ComputeBookPosition(pos, instruPos);
}
}
