public EquityOptions GetMaturityLabel(IEnumerable <Maturity> maturities, EquityOptions equityOpt)
{
var maturityLabel = maturities.Where(x => x.MaturityDate.Equals(equityOpt.Maturity))
.Select(i => i.Label).FirstOrDefault();
equityOpt.MaturityLabel = maturityLabel;
return(equityOpt);
}
public EquityOptions LoadData(string ticker,
IEnumerable <OptInstrument> optInstruments,
IEnumerable <OptMarket> optMarkets)
{
var active = ticker.Split()[0];
var instrument = optInstruments.Where(x => x.Ticker.Equals(active))
.Select(i => i.Instrument).FirstOrDefault();
var market = optMarkets.Where(x => x.Ticker.Equals(active))
.Select(i => i.Market).FirstOrDefault();
var tickerSplit = ticker.Split();
var date = tickerSplit[tickerSplit.Length - 2];
var maturity = Convert.ToDateTime(date, CultureInfo.InvariantCulture);
var style = market.Equals("US NYSE") ? "A" : "E";
var payoutStrike = ticker.Split().Last();
var payout = payoutStrike[0].ToString();
var strike = Convert.ToDecimal(payoutStrike.Remove(0, 1));
var equityOpt = new EquityOptions(ticker, instrument, strike, payout, maturity, style, market);
return(equityOpt);
}
