public IAssetInstrument Clone() => new AsianSwap
{
TradeId = TradeId,
Notional = Notional,
Direction = Direction,
AverageStartDate = AverageStartDate,
AverageEndDate = AverageEndDate,
FixingDates = (DateTime[])FixingDates.Clone(),
FixingCalendar = FixingCalendar,
PaymentCalendar = PaymentCalendar,
SpotLag = SpotLag,
SpotLagRollType = SpotLagRollType,
PaymentLag = PaymentLag,
PaymentLagRollType = PaymentLagRollType,
PaymentDate = PaymentDate,
PaymentCurrency = PaymentCurrency,
AssetFixingId = AssetFixingId,
AssetId = AssetId,
DiscountCurve = DiscountCurve,
FxConversionType = FxConversionType,
FxFixingDates = FxFixingDates == null ? null : (DateTime[])FxFixingDates.Clone(),
FxFixingId = FxFixingId,
Strike = Strike,
Counterparty = Counterparty,
HedgingSet = HedgingSet,
PortfolioName = PortfolioName
};
public IAssetInstrument Clone() => new MultiPeriodBackpricingOption
{
TradeId = TradeId,
Notional = Notional,
Direction = Direction,
PeriodDates = PeriodDates,
DecisionDate = DecisionDate,
FixingDates = FixingDates.Select(x => (DateTime[])x.Clone()).ToList(),
FixingCalendar = FixingCalendar,
PaymentCalendar = PaymentCalendar,
SpotLag = SpotLag,
SpotLagRollType = SpotLagRollType,
PaymentLag = PaymentLag,
PaymentLagRollType = PaymentLagRollType,
PaymentDate = PaymentDate,
PaymentCurrency = PaymentCurrency,
AssetFixingId = AssetFixingId,
AssetId = AssetId,
DiscountCurve = DiscountCurve,
FxConversionType = FxConversionType,
FxFixingDates = FxFixingDates?.Select(x => (DateTime[])x.Clone()).ToList(),
FxFixingId = FxFixingId,
CallPut = CallPut,
Counterparty = Counterparty,
PortfolioName = PortfolioName,
SettlementDate = SettlementDate
};
public IAssetInstrument Clone()
{
return(new AsianLookbackOption
{
TradeId = TradeId,
Notional = Notional,
Direction = Direction,
ObsStartDate = ObsStartDate,
ObsEndDate = ObsStartDate,
FixingDates = (DateTime[])FixingDates.Clone(),
FixingCalendar = FixingCalendar,
PaymentCalendar = PaymentCalendar,
SpotLag = SpotLag,
SpotLagRollType = SpotLagRollType,
PaymentLag = PaymentLag,
PaymentLagRollType = PaymentLagRollType,
PaymentDate = PaymentDate,
PaymentCurrency = PaymentCurrency,
AssetFixingId = AssetFixingId,
AssetId = AssetId,
DiscountCurve = DiscountCurve,
FxConversionType = FxConversionType,
FxFixingDates = FxFixingDates == null ? null : (DateTime[])FxFixingDates.Clone(),
FxFixingId = FxFixingId,
});
}
Enumerable.SequenceEqual(FxFixingDates ?? Array.Empty <DateTime>(), swap.FxFixingDates ?? Array.Empty <DateTime>()) &&
EqualityComparer <DateTime[]> .Default.Equals(FxFixingDates, swap.FxFixingDates) &&
