/// <summary>
/// Creates a vanilla fx option.
/// </summary>
/// <param name="buyerPartyReference"></param>
/// <param name="sellerPartyReference"></param>
/// <param name="quotedAs"></param>
/// <param name="expiryDate"></param>
/// <param name="exerciseStyle"> </param>
/// <param name="putCurrencyAmount"></param>
/// <param name="callCurrencyAmount"></param>
/// <param name="fxStrikePrice"></param>
/// <param name="valueDate"></param>
/// <param name="premia"></param>
/// <returns></returns>
public static FxOptionLeg CreateVanillaOption(PartyOrTradeSideReference buyerPartyReference,
PartyOrTradeSideReference sellerPartyReference, //FxOptionType optionType,
QuotedAs quotedAs, ExpiryDateTime expiryDate, ExerciseStyleEnum exerciseStyle,
Money putCurrencyAmount, Money callCurrencyAmount, FxStrikePrice fxStrikePrice,
DateTime valueDate, List <FxOptionPremium> premia)
{
var fxOption = new FxOptionLeg
{
putCurrencyAmount = putCurrencyAmount,
callCurrencyAmount = callCurrencyAmount,
fxStrikePrice = fxStrikePrice,
quotedAs = quotedAs,
valueDate = valueDate,
buyerPartyReference = buyerPartyReference,
sellerPartyReferenceField = sellerPartyReference,
fxOptionPremium = premia.ToArray(),
expiryDateTime = expiryDate,
exerciseStyle = exerciseStyle
};
return(fxOption);
}
/// <summary>
/// Creates a vanilla fx option.
/// </summary>
/// <param name="buyerPartyReference"></param>
/// <param name="sellerPartyReference"></param>
/// <param name="fxEuropeanExercise"></param>
/// <param name="soldAs"></param>
/// <param name="fxCashSettlement"></param>
/// <param name="putCurrencyAmount"></param>
/// <param name="callCurrencyAmount"></param>
/// <param name="fxStrikePrice"></param>
/// <param name="valueDate"></param>
/// <param name="premia"></param>
/// <returns></returns>
public static FxOption CreateVanillaFXOption(PartyReference buyerPartyReference,
PartyReference sellerPartyReference, FxEuropeanExercise fxEuropeanExercise,
PutCallEnum soldAs, FxCashSettlement fxCashSettlement,
//QuotedAs quotedAs, ExpiryDateTime expiryDate, ExerciseStyleEnum exerciseStyle,
NonNegativeMoney putCurrencyAmount, NonNegativeMoney callCurrencyAmount, FxStrikePrice fxStrikePrice,
DateTime valueDate, List <FxOptionPremium> premia)
{
var fxOption = new FxOption
{
putCurrencyAmount = putCurrencyAmount,
callCurrencyAmount = callCurrencyAmount,
strike = fxStrikePrice,
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
premium = premia.ToArray(),
soldAs = soldAs,
cashSettlement = fxCashSettlement,
Item = fxEuropeanExercise
};
return(fxOption);
}
