/// <summary> /// An FpML constructor. /// </summary> /// <param name="pt"></param> public PricingDataPoint2D(PricingStructurePoint pt) : base(PointHelpers.To2DArray(pt)) { PricingDataPointCoordinate = pt.coordinate[0]; }
/// <summary> /// Cube point /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension</param> /// <param name="strike">A strike value dimension</param> public Coordinate(string expiry, string term, decimal strike) { ContainedPoint = PointHelpers.CreatePoint(expiry, term, (double)strike); PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, null); }
/// <summary> /// The complete set. We are not going to use the Generic dimension /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension or a strike dimension.</param> /// <param name="generic">A generic dimension</param> /// <param name="strike">The strike as a string.</param> /// <param name="value">he value of the coordinate</param> public PricingDataPoint3D(string expiry, string term, string strike, string generic, double value) : base(PointHelpers.Create3DArray(expiry, term, strike, generic, value)) { PricingDataPointCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic); }
/// <summary> /// The complete set. We are not going to use the Generic dimension /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension</param> /// <param name="strike">A strike value dimension</param> /// <param name="generic">A generic dimension</param> public Coordinate(string expiry, string term, string strike, string generic) { ContainedPoint = PointHelpers.CreatePoint(expiry, term, strike); PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic); }
/// <summary> /// An FpML constructor. /// </summary> /// <param name="pt"></param> public PricingDataPoint3D(PricingDataPointCoordinate pt) : base(PointHelpers.To3DArray(pt)) { PricingDataPointCoordinate = pt; }