public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase pricer)
{
if (pricer is PropertyTransactionPricer bond)
{
return((from PriceableCashflow flow in bond.GetChildren() select CashflowReportHelper.DoCashflowReport(pricer.Id, flow)).ToList());
}
return(null);
}
public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase pricer)
{
if (pricer is BulletPaymentPricer payment)
{
return((from PriceableCashflow flow in payment.GetChildren() select CashflowReportHelper.DoCashflowReport(pricer.Id, flow)).ToList());
}
return(null);
}
public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase pricer)
{
if (pricer is FraPricer payment)
{
var result = new List <object[]>();
foreach (var cashflow in payment.GetChildren())
{
var flow = (PriceableCashflow)cashflow;
var reportHelper = CashflowReportHelper.DoCashflowReport(pricer.Id, flow);
reportHelper[0] = pricer.Id;
result.Add(reportHelper);
}
return(result);
}
return(null);
}
public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase pricer)
{
if (pricer is VanillaEuropeanFxOptionPricer payment)
{
var result = new List <object[]>();
var index = 0;
foreach (var cashflow in payment.GetChildren())
{
var flow = (PriceableCashflow)cashflow;
var reportHelper = CashflowReportHelper.DoCashflowReport(pricer.Id, flow);
reportHelper[0] = pricer.Id;
result[index] = reportHelper;
index++;
}
return(result);
}
return(null);
}
public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase instrument)
{
var interestRateSwaption = instrument as InterestRateSwaptionPricer;
List <object[]> result = new List <object[]>();
if (interestRateSwaption?.Swap != null)
{
var expectedCashFlows = new InterestRateSwapReporter().DoExpectedCashflowReport(interestRateSwaption.Swap);
result.AddRange(expectedCashFlows);
if (interestRateSwaption.PremiumPayments != null)
{
foreach (var pemium in interestRateSwaption.PremiumPayments)
{
var expectedCashFlow = CashflowReportHelper.DoCashflowReport(instrument.Id, pemium);
expectedCashFlow[0] = instrument.Id;
result.Add(expectedCashFlow);
}
}
}
return(result);
}
public override List <object[]> DoExpectedCashflowReport(InstrumentControllerBase instrument)
{
var interestRateSwap = instrument as InterestRateSwapPricer;
var result = new List <object[]>();
if (interestRateSwap != null)
{
foreach (var leg in interestRateSwap.Legs)
{
var expectedCashFlows = CashflowReportHelper.DoCashflowReport(instrument.Id, leg);
result.AddRange(expectedCashFlows);
}
if (interestRateSwap.AdditionalPayments != null)
{
foreach (var payment in interestRateSwap.AdditionalPayments)
{
var pay = CashflowReportHelper.DoCashflowReport(instrument.Id, payment);
pay[0] = instrument.Id;
result.Add(pay);
}
}
}
return(result);
}
