private OutrightSwap(string curve_, PointDef def_) { m_point = def_; CurveName = curve_; PointDefs = new[] { def_ }; m_1 = xYyY.Get(CurveName, m_point); }
private CurveSwap(string curveName_, PointDef CD_, PointDef AB_) { m_CD = CD_; m_AB = AB_; CurveName = curveName_; PointDefs = new[] {AB_, CD_}; m_cdImpl = xYyY.Get(CurveName, m_CD); m_abImpl = xYyY.Get(CurveName, m_AB); }
private ButterflySwap(string curvename_, PointDef w1_, PointDef belly_, PointDef w2_) { m_w1 = w1_; m_belly = belly_; m_w2 = w2_; CurveName = curvename_; PointDefs = new[] {w1_, belly_, w2_}; m_bellyFrontImpl = xYyY.Get(CurveName, m_belly); m_w1FrontImpl = xYyY.Get(CurveName, m_w1); m_w2FrontImpl = xYyY.Get(CurveName, m_w2); }
public static xYyY Get(string curve_, int startYear_, int forwardYear_) { var key = GetKey(curve_, startYear_, forwardYear_); if (!_cache.ContainsKey(key)) lock (_cache) if (!_cache.ContainsKey(key)) _cache[key] = new xYyY(curve_, startYear_, forwardYear_); return _cache[key]; }
public override void Dispose() { subToLive(false); m_cdImpl = null; m_abImpl = null; base.Dispose(); }
public override void Dispose() { subToLive(false); m_bellyFrontImpl = null; m_w1FrontImpl = null; m_w2FrontImpl = null; base.Dispose(); }