public IAssetInstrument SetStrike(double strike) => new AsianSwapStrip
{
TradeId = TradeId,
Counterparty = Counterparty,
PortfolioName = PortfolioName,
Swaplets = Swaplets.Select(x => (AsianSwap)x.SetStrike(strike)).ToArray()
};
public IAssetInstrument Clone() => new AsianSwapStrip
{
TradeId = TradeId,
Counterparty = Counterparty,
PortfolioName = PortfolioName,
Swaplets = Swaplets.Select(x => (AsianSwap)x.Clone()).ToArray()
};
Enumerable.SequenceEqual(Swaplets, swapStrip.Swaplets);
public Dictionary <string, List <DateTime> > PastFixingDates(DateTime valDate) => Swaplets.SelectMany(x => x.PastFixingDates(valDate)) .ToDictionary(x => x.Key, x => x.Value);
public string FxPair(IAssetFxModel model) => Swaplets.First().FxPair(model);
public FxConversionType FxType(IAssetFxModel model) => Swaplets.First().FxType(model);
public IAssetInstrument SetStrike(double strike) => new AsianSwapStrip
{
TradeId = TradeId,
Swaplets = Swaplets.Select(x => (AsianSwap)x.SetStrike(strike)).ToArray()
};
public IAssetInstrument Clone() => new AsianSwapStrip
{
TradeId = TradeId,
Swaplets = Swaplets.Select(x => (AsianSwap)x.Clone()).ToArray()
};
