예제 #1
0
        /// <summary>
        /// Gets and sets the required pricing structures to value this leg.
        /// </summary>
        public List <String> GetRequiredPricingStructures()
        {
            var result = new List <String>();

            if (forecastPaymentAmount != null)
            {
                var currency      = forecastPaymentAmount.currency;
                var discountCurve = Helpers.GetDiscountCurveName(currency);
                result.Add(discountCurve);
            }
            if (Items != null)
            {
                result.AddRange(Items.Select(calculationPeriod => ((CalculationPeriod)calculationPeriod).forecastAmount).Select(forecastAmount => Helpers.GetDiscountCurveName(forecastAmount.currency)));
            }

            return(result);
        }