AdjRateDatum GetAdjRateDatum(DateTime curDate, MarketDataSet marketData, AdjRateDataLog adjLog)
{
AdjRateDatum ret = SetBaseAdjRateDatum();
foreach (IAdj adj in this.Adjs)
{
AdjRateDatum datum = adj.CalculateAdjRateDatum(curDate, marketData);
adjLog.Add(adj.GetKey(), curDate, datum.Clone());
ret = GetOperatedAdjRateDatum(ret, datum);
}
return ret;
}
public Tuple<AssetRateDataLog, AdjRateDataLog> Calculate(MarketDataSet marketData)
{
DateTime curDate = this.InputData.StartDate;
AssetRateDataLog assetLog = new AssetRateDataLog();
AdjRateDataLog adjLog = new AdjRateDataLog();
while (curDate <= this.InputData.EndDate)
{
if (marketData.IsExistDate(curDate))
{
AssetRateDatum assetDatum = this.Alloc.CalculateAndGetAssetRateDatum(curDate, marketData);
AdjRateDatum adjDatum = GetAdjRateDatum(curDate, marketData, adjLog);
assetDatum.Multiply(adjDatum);
assetDatum.SetScale();
assetLog.Add(curDate, assetDatum);
}
curDate = curDate.AddDays(1);
}
return new Tuple<AssetRateDataLog, AdjRateDataLog>(assetLog, adjLog);
}