public void AddVolParameter(VolParam newVolparam) { using (var db = new DevDbContext()) { db.VolParam.Add(newVolparam); db.SaveChanges(); } log.Info($"Add New Vol product: {newVolparam.Product} price: {newVolparam.MaturityDate}"); }
public void UpdateVolParams(VolParam updatedParam) { using (var db = new DevDbContext()) { VolParam param = db.VolParam.First(i => i.MaturityDate == updatedParam.MaturityDate && i.ProductId == updatedParam.ProductId); param.A = updatedParam.A; param.B = updatedParam.B; param.Sigma = updatedParam.Sigma; param.Rho = updatedParam.Rho; param.M = updatedParam.M; db.SaveChanges(); } log.Info($"Volatility parameters updated for maturity: {updatedParam.MaturityDate} product: {updatedParam.ProductId}"); log.Info($"New parameters: A={updatedParam.A} B={updatedParam.B} Sigma={updatedParam.Sigma} Rho={updatedParam.Rho} M={updatedParam.M}"); }