private static UpdateAction <ManageableMarketDataSnapshot> PrepareCubeAddAction(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
var valueClone = value.Clone();
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilityCubes.Add(key, valueClone.Clone());
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilityCubes"));
}
));
}
private static UpdateAction <ManageableMarketDataSnapshot> PrepareCubeRemoveAction(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
return(new UpdateAction <ManageableMarketDataSnapshot>(
delegate(ManageableMarketDataSnapshot snap)
{
snap._volatilityCubes.Remove(key);
snap.InvokePropertyChanged(new PropertyChangedEventArgs("VolatilityCubes"));
},
OverriddenVolatilityCubeDisappearingWarning.Of(key, value)
));
}
public static IEnumerable <Warning> Of(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
return(value.HaveOverrides() ? new Warning[] { new OverriddenVolatilityCubeDisappearingWarning(key) } : new Warning[] { });
}
private OverriddenVolatilityCubeDisappearingWarning(VolatilityCubeKey key)
: base(string.Format("Volatility Cube {0} {1} will not be present in the new snapshot, overrides will be lost", key.Currency, key.Name))
{
}
public static IEnumerable<Warning> Of(VolatilityCubeKey key, ManageableVolatilityCubeSnapshot value)
{
return value.HaveOverrides() ? new Warning[] { new OverriddenVolatilityCubeDisappearingWarning(key) } : new Warning[] { };
}
private OverriddenVolatilityCubeDisappearingWarning(VolatilityCubeKey key)
: base(string.Format("Volatility Cube {0} {1} will not be present in the new snapshot, overrides will be lost", key.Currency, key.Name))
{
}
