/// <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); }
/// <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); }