private static ManageableVolatilityCubeSnapshot Subtract(ManageableVolatilityCubeSnapshot a, ManageableVolatilityCubeSnapshot b)
{
return(new ManageableVolatilityCubeSnapshot(
Subtract(a.OtherValues, b.OtherValues),
Subtract(a.Values, b.Values),
Subtract(a.Strikes, b.Strikes)));
}
private static UpdateAction <ManageableMarketDataSnapshot> PrepareCubeAddAction(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
var valueClone = value.Clone();
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilityCubes.Add(key, valueClone.Clone());
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilityCubes"));
}
));
}
private static UpdateAction <ManageableMarketDataSnapshot> PrepareCubeRemoveAction(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilityCubes.Remove(key);
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilityCubes"));
},
OverriddenVolatilityCubeDisappearingWarning.Of(key, value)
));
}
