private void bindToEditorResult()
{
var def = m_structEditor.GenerateDefinition();
if ((def == null && StructureDefinition != null) || (def != null && StructureDefinition == null) || string.Compare(StructureDefinition.Description, def.Description, true) != 0)
{
StructureDefinition = def;
setTextOfStructures();
OnStructureChanged(new StructureChangedEventArgs(StructureDefinition));
}
}
public CMTStructure(Focus focus_, CMTStructureDefinition definition_)
:base(definition_.Points.Select(x=>x.Market).Select(mkt=>CountryBondSource.GetInstance(mkt).GetSmoothCurveGroupForFocus(focus_).LiveCMT) )
{
Definition = definition_;
Focus = focus_;
m_name = new TextSortableByDate(definition_.Description);
m_lines =
definition_.Points.Select(x => CountryBondSource.GetInstance(x.Market).GetSmoothCurveGroupForFocus(focus_).LiveCMT)
.ToArray();
// might need to change this later to cater for 'n' day change
if (Levels != null && Levels.Length > 0)
m_priorValue = Levels.LastDataValue;
}
public CMTStructure GetStructureImpl(Focus focus_, CMTStructureDefinition def_)
{
if (def_ == null) return null;
var key = GetKey(focus_, def_);
lock (_instance)
{
if (m_underlyingCache.ContainsKey(key))
return m_underlyingCache[key];
var o = new CMTStructure(focus_, def_);
m_underlyingCache.Add(key, o);
return o;
}
}
internal CMTStructure GetStructure(CMTStructureDefinition definition_, bool cached_)
{
return cached_
? CMTStructureCache.GetInstance().GetStructureImpl(Focus, definition_)
: new CMTStructure(Focus, definition_);
}
public StructureChangedEventArgs(CMTStructureDefinition def_)
{
Definition = def_;
}
public static DatedDataCollectionGen<double> GetHistoricalCMT(Focus focus_, CMTStructureDefinition definition_)
{
return definition_.Points.Aggregate<WeightedTenorPointReadonly, DatedDataCollectionGen<double>>(null,
(collation, point) =>
collation == null
? GetHistoricalCMT(point.Market, focus_, point.Tenor).MultiplyBy(point.Multiplier)
: collation.Plus(
GetHistoricalCMT(point.Market, focus_, point.Tenor).MultiplyBy(point.Multiplier)));
}
private static string GetKey(Focus focus_, CMTStructureDefinition def_)
{
return string.Join("_", focus_, def_);
}
