private static decimal GetValueByExpirationAndStrike(IEnumerable <PricingStructurePoint> dataPoints, TimeDimension expiration, decimal strike) { foreach (var dataPoint in dataPoints) { if ( XmlSerializerHelper.AreEqual(dataPoint.coordinate[0].expiration[0], expiration) && strike == dataPoint.coordinate[0].strike[0] ) { return(dataPoint.value); } } throw new ArgumentException(); }
public bool Equals(TimeDimension x, TimeDimension y) { return(XmlSerializerHelper.AreEqual(x, y)); }