コード例 #1
0
 /// <summary>
 /// Cube point
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="term">A term tenor dimension</param>
 /// <param name="strike">A strike value dimension</param>
 public Coordinate(string expiry, string term, decimal strike)
 {
     ContainedPoint        = PointHelpers.CreatePoint(expiry, term, (double)strike);
     PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, null);
 }
コード例 #2
0
 /// <summary>
 /// The complete set. We are not going to use the Generic dimension
 /// </summary>
 /// <param name="expiry">An expiry tenor dimension</param>
 /// <param name="term">A term tenor dimension</param>
 /// <param name="strike">A strike value dimension</param>
 /// <param name="generic">A generic dimension</param>
 public Coordinate(string expiry, string term, string strike, string generic)
 {
     ContainedPoint        = PointHelpers.CreatePoint(expiry, term, strike);
     PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic);
 }