예제 #1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="PricingOptions" /> class.
 /// </summary>
 /// <param name="modelSelection">modelSelection.</param>
 /// <param name="useInstrumentTypeToDeterminePricer">If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis..</param>
 /// <param name="allowAnyInstrumentsWithSecUidToPriceOffLookup">By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true..</param>
 /// <param name="allowPartiallySuccessfulEvaluation">If true then a failure in task evaluation doesn&#39;t cause overall failure.  results will be returned where they succeeded and annotation elsewhere.</param>
 /// <param name="produceSeparateResultForLinearOtcLegs">If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs..</param>
 public PricingOptions(ModelSelection modelSelection = default(ModelSelection), bool?useInstrumentTypeToDeterminePricer = default(bool?), bool?allowAnyInstrumentsWithSecUidToPriceOffLookup = default(bool?), bool?allowPartiallySuccessfulEvaluation = default(bool?), bool?produceSeparateResultForLinearOtcLegs = default(bool?))
 {
     this.ModelSelection = modelSelection;
     this.UseInstrumentTypeToDeterminePricer            = useInstrumentTypeToDeterminePricer;
     this.AllowAnyInstrumentsWithSecUidToPriceOffLookup = allowAnyInstrumentsWithSecUidToPriceOffLookup;
     this.AllowPartiallySuccessfulEvaluation            = allowPartiallySuccessfulEvaluation;
     this.ProduceSeparateResultForLinearOtcLegs         = produceSeparateResultForLinearOtcLegs;
 }
 /// <summary>
 /// Initializes a new instance of the <see cref="PricingOptions" /> class.
 /// </summary>
 /// <param name="modelSelection">modelSelection.</param>
 /// <param name="useInstrumentTypeToDeterminePricer">If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis..</param>
 /// <param name="allowAnyInstrumentsWithSecUidToPriceOffLookup">By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true..</param>
 /// <param name="allowPartiallySuccessfulEvaluation">If true then a failure in task evaluation doesn&#39;t cause overall failure.  results will be returned where they succeeded and annotation elsewhere.</param>
 /// <param name="produceSeparateResultForLinearOtcLegs">If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs..</param>
 /// <param name="enableUseOfCachedUnitResults">If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off..</param>
 /// <param name="windowValuationOnInstrumentStartEnd">If true, when valuing an instrument outside the period where it is &#39;alive&#39; (the start-maturity window) it will return a valuation of zero.</param>
 /// <param name="removeContingentCashflowsInPaymentDiary">When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not..</param>
 /// <param name="useChildSubHoldingKeysForPortfolioExpansion">Should fund constituents inherit subholding keys from the parent subholding keyb.</param>
 public PricingOptions(ModelSelection modelSelection = default(ModelSelection), bool?useInstrumentTypeToDeterminePricer = default(bool?), bool?allowAnyInstrumentsWithSecUidToPriceOffLookup = default(bool?), bool?allowPartiallySuccessfulEvaluation = default(bool?), bool?produceSeparateResultForLinearOtcLegs = default(bool?), bool?enableUseOfCachedUnitResults = default(bool?), bool?windowValuationOnInstrumentStartEnd = default(bool?), bool?removeContingentCashflowsInPaymentDiary = default(bool?), bool?useChildSubHoldingKeysForPortfolioExpansion = default(bool?))
 {
     this.ModelSelection = modelSelection;
     this.UseInstrumentTypeToDeterminePricer            = useInstrumentTypeToDeterminePricer;
     this.AllowAnyInstrumentsWithSecUidToPriceOffLookup = allowAnyInstrumentsWithSecUidToPriceOffLookup;
     this.AllowPartiallySuccessfulEvaluation            = allowPartiallySuccessfulEvaluation;
     this.ProduceSeparateResultForLinearOtcLegs         = produceSeparateResultForLinearOtcLegs;
     this.EnableUseOfCachedUnitResults                = enableUseOfCachedUnitResults;
     this.WindowValuationOnInstrumentStartEnd         = windowValuationOnInstrumentStartEnd;
     this.RemoveContingentCashflowsInPaymentDiary     = removeContingentCashflowsInPaymentDiary;
     this.UseChildSubHoldingKeysForPortfolioExpansion = useChildSubHoldingKeysForPortfolioExpansion;
 }