예제 #1
0
        private Dictionary<int, Dictionary<int, Dictionary<DateTime, ExpoItem>>> DataContainer; // <tenor, <exposure type, <del date, expo item> // @@@ type over tenor more ligcal?

        #endregion Fields

        #region Constructors

        public Exposure(DateTime marketDate, Unit unit, string ccy)
        {
            this.MarketDate = marketDate;
            this.UnitSet = new Unit();
            DataContainer = new Dictionary<int, Dictionary<int, Dictionary<DateTime, ExpoItem>>>();
            foreach (int tenor in TENOR_TYPE.ToStringMapper.Keys) // this saves a lot of 'if s' -- alternatively, add via try/catch
            {
                DataContainer.Add(tenor, new Dictionary<int, Dictionary<DateTime, ExpoItem>>());
            }
        }
예제 #2
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 public void PostConstruct()
 {
     TC = DynamicData.GetTC(TC_Name);
     UnitSet = DynamicData.GetUnit(UnitName);
     if (String.IsNullOrEmpty(RWE_DS_Product_Daily)) RWE_DS_Product_Daily = RWE_DS_Product;
     if (!String.IsNullOrEmpty(DefaultSource)) DefaultSourceType = SOURCE_TYPE.ToInt(DefaultSource);
     if (!String.IsNullOrEmpty(DefaultTenor)) DefaultTenorType = TENOR_TYPE.ToInt(DefaultTenor);
     if (!String.IsNullOrEmpty(DefaultVolSurface)) DefaultVolSurfaceType = SURFACE_TYPE.ToInt(DefaultVolSurface);
 }