private OutrightSwap(string curve_, PointDef def_)
{
m_point = def_;
CurveName = curve_;
PointDefs = new[] { def_ };
m_1 = xYyY.Get(CurveName, m_point);
}
private static string GetKey(string curveName_, PointDef AB_, PointDef CD_)
{
return (CD_.Multiplier == 1d && AB_.Multiplier == -1d)
? string.Format("{4} {0}y{1}y {2}y{3}y", AB_.StartYear, AB_.ForwardYears, CD_.StartYear, CD_.ForwardYears, curveName_)
: string.Format("{4} {5}x{0}y{1}y {6}x{2}y{3}y", AB_.StartYear, AB_.ForwardYears, CD_.StartYear, CD_.ForwardYears, curveName_, CD_.Multiplier,
AB_.Multiplier);
}
public static xYyY Get(string curve_, PointDef def_)
{
return Get(
curve_: curve_,
startYear_: def_.StartYear,
forwardYear_: def_.ForwardYears);
}
private CurveSwap(string curveName_, PointDef CD_, PointDef AB_)
{
m_CD = CD_;
m_AB = AB_;
CurveName = curveName_;
PointDefs = new[] {AB_, CD_};
m_cdImpl = xYyY.Get(CurveName, m_CD);
m_abImpl = xYyY.Get(CurveName, m_AB);
}
private ButterflySwap(string curvename_, PointDef w1_, PointDef belly_, PointDef w2_)
{
m_w1 = w1_; m_belly = belly_; m_w2 = w2_;
CurveName = curvename_;
PointDefs = new[] {w1_, belly_, w2_};
m_bellyFrontImpl = xYyY.Get(CurveName, m_belly);
m_w1FrontImpl = xYyY.Get(CurveName, m_w1);
m_w2FrontImpl = xYyY.Get(CurveName, m_w2);
}
private static string GetKey(string curvename_, PointDef w1_, PointDef belly_, PointDef w2_)
{
return (w1_.Multiplier == -1d && belly_.Multiplier == 2d && w2_.Multiplier == -1d)
? string.Format("{6} Butterfly {0}y{1}y {2}y{3}y {4}y{5}y", w1_.StartYear, w1_.ForwardYears, belly_.StartYear, belly_.ForwardYears,
w2_.StartYear,
w2_.ForwardYears, curvename_)
: string.Format("{6} Butterfly {7}x{0}y{1}y {8}x{2}y{3}y {9}x{4}y{5}y", w1_.StartYear, w1_.ForwardYears, belly_.StartYear,
belly_.ForwardYears,
w2_.StartYear, w2_.ForwardYears, curvename_, w1_.Multiplier, belly_.Multiplier, w2_.Multiplier);
}
public static OutrightSwap Get(string curve_, PointDef def_)
{
string key = GetKey(curve_, def_.StartYear, def_.ForwardYears);
if (!_cache.ContainsKey(key))
_cache.Add(key, new OutrightSwap(curve_, def_));
return _cache[key];
//return Get(curve_, def_.StartYear, def_.ForwardYears);
}
public static xYyY Get1YRolled(string curve_, PointDef def_)
{
return Get(curve_, def_.Roll1Y());
}
public static CurveSwap Get(string curveName_, PointDef CD_, PointDef AB_)
{
string key = GetKey(curveName_, AB_, CD_);
if (!_cache.ContainsKey(key))
_cache.Add(key, new CurveSwap(curveName_: curveName_, AB_: AB_, CD_: CD_));
return _cache[key];
}
protected string getDisplayString(PointDef def_)
{
return getDisplayString(def_.StartYear, def_.ForwardYears);
}
public static ButterflySwap Get(string curvename_, PointDef w1_, PointDef belly_, PointDef w2_)
{
var key = GetKey(curvename_: curvename_, w1_: w1_, belly_: belly_, w2_: w2_);
if (!_cache.ContainsKey(key))
_cache[key] = new ButterflySwap(curvename_, w1_, belly_, w2_);
return _cache[key];
}
