private IEnumerable <BarrierBreachNotice> BarrierBreachNotices(QuoteWithContract quote)
{
IEnumerable <CommodityBarrierOption> options;
if (!_ActiveBarrierOptionsByContract.TryGetValue(quote.Contract, out options))
{
return(Enumerable.Empty <BarrierBreachNotice>());
}
return(options
.Where(option => BarrierIsBreached(option, quote.Quote))
.Select(option => new BarrierBreachNotice(option, quote)));
}
public BarrierBreachNotice(CommodityBarrierOption option, QuoteWithContract quote)
{
Option = option;
Quote = quote;
}
public static bool IsValidContract(QuoteWithContract quote)
{
return(quote.Contract != null);
}
