// Constructor 4 : Keys + Data public Bond_Line(DateTime currentDate, DBID ticker, double CleanPriceBid_, double CleanPriceAsk_, double CleanPriceMid_, double DirtyPriceBid_, double DirtyPriceAsk_, double DirtyPriceMid_, double YieldToMaturityBid_, double YieldToMaturityAsk_, double YieldToMaturityMid_, double AssetSwapSpreadBid_, double AssetSwapSpreadAsk_, double AssetSwapSpreadMid_) // double CDS1Y_, double CDS3Y_, double CDS5Y_, double CDS7Y_, double CDS10Y_, { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data CleanPriceBid = CleanPriceBid_; CleanPriceAsk = CleanPriceAsk_; CleanPriceMid = CleanPriceMid_; DirtyPriceBid = DirtyPriceBid_; DirtyPriceAsk = DirtyPriceAsk_; DirtyPriceMid = DirtyPriceMid_; YieldToMaturityBid = YieldToMaturityBid_; YieldToMaturityAsk = YieldToMaturityAsk_; YieldToMaturityMid = YieldToMaturityMid_; AssetSwapSpreadBid = AssetSwapSpreadBid_; AssetSwapSpreadAsk = AssetSwapSpreadAsk_; AssetSwapSpreadMid = AssetSwapSpreadMid_; }
// Constructor 5 : From Dict of nullable doubles public InterestRate_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data) { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data Bid = data["Bid"]; Ask = data["Ask"]; Last = data["Last"]; }
// Constructor 4 : Keys + Data public InterestRate_Line(DateTime currentDate, DBID ticker, double Bid_, double Ask_, double Last_) { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data Bid = Bid_; Ask = Ask_; Ask = Last_; }
public IDtoken Identify(DBID dbid) { // IDtoken result = TokenFactory.New(dbid); // Loop through the ref table in memory foreach (IDtoken line in referenceTable) { if ((int)line["DBID"] == dbid.ToInt()) { return(line); } } // Return results throw new System.ArgumentException("IDException", "Invalid DBID provided to reference manager."); }
// Constructor 5 : From Dict of nullable doubles public Equity_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data) { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data Open = data["Open"]; High = data["High"]; Low = data["Low"]; Close = data["Close"]; Bid = data["Bid"]; Ask = data["Ask"]; Volume = data["Volume"]; AdjustedClose = data["AdjustedClose"]; }
// Constructor 4 : Keys + Data public Equity_Line(DateTime currentDate, DBID ticker, double argOpen, double argHigh, double argLow, double argClose, double argBid, double argAsk, double argVolume, double argAdjClose) { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data Open = argOpen; High = argHigh; Low = argLow; Close = argClose; Bid = argBid; Ask = argAsk; Volume = argVolume; AdjustedClose = argAdjClose; }
// Constructor 5 : From Dict of nullable doubles public Bond_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data) { // Keys Date = currentDate; DBID = ticker.ToInt(); // Data CleanPriceBid = data["CleanPriceBid"]; CleanPriceAsk = data["CleanPriceAsk"]; CleanPriceMid = data["CleanPriceMid"]; DirtyPriceBid = data["DirtyPriceBid"]; DirtyPriceAsk = data["DirtyPriceAsk"]; DirtyPriceMid = data["DirtyPriceMid"]; YieldToMaturityBid = data["YieldToMaturityBid"]; YieldToMaturityAsk = data["YieldToMaturityAsk"]; YieldToMaturityMid = data["YieldToMaturityMid"]; //AssetSwapSpreadBid = data["AssetSwapSpreadBid"]; AssetSwapSpreadMid = data["AssetSwapSpreadMid"]; //AssetSwapSpreadAsk = data["AssetSwapSpreadAsk"]; }
// Constructor 3 : Keys only public InterestRate_Line(DateTime currentDate, DBID ticker) { Date = currentDate; DBID = ticker.ToInt(); }
// Constructor 3 : Keys only public Bond_Line(DateTime currentDate, DBID ticker) { Date = currentDate; DBID = ticker.ToInt(); }