public override LossStateCollection2 GetLossState()
{
LossStateCollection2 lossCol = new LossStateCollection2(1);
double[] allSubjectLosses;
//Handle Net or Gross postions
if (positionType == PositionType.Gross)
{
allSubjectLosses = subjectLoss.AllLoss();
}
else if (positionType == PositionType.Ceded)
{
allSubjectLosses = subjectLoss.AllLoss().Select(loss => loss * -1).ToArray();
}
else
{
throw new NotSupportedException("Cannot handle positionType: " + positionType.ToString());
}
lossCol.SetSubjectLosses(subjectLoss.AllLoss());
lossCol.SetRecoverableLosses(subjectLoss.AllLoss());
return(lossCol);
}
public override void SetSubjectLoss(LossTimeSeries _subjectLoss)
{
if (OriginalLossSet == false)
{
originalSubjectLoss = _subjectLoss;
OriginalLossSet = true;
}
else
{
subjectLoss = _subjectLoss;
CurrentLossStateCollection.SetSubjectLosses(subjectLoss.AllLoss());
CurrentLossStateCollection.SetRecoverableLosses(subjectLoss.AllLoss());
}
}
