/// <summary>
/// Initializes a new instance of the <see cref="CDS"/> class.
/// </summary>
/// <param name="refEntity">The reference entity whose default is covered by this CDS.</param>
/// <param name="ccy">The currency of the cashflows of the premium and default legs.</param>
/// <param name="paymentDates">The payment dates on which the premium is paid.</param>
/// <param name="notionals">The notionals that define the protection amount in the period until each payment date and the basis on which the premiums are calculated.</param>
/// <param name="rates">The simple rates that apply until the default time. Used to calculate the premium flows.</param>
/// <param name="accrualFractions">The accrual fractions used to calculate the premiums paid on the <paramref name="paymentDates"/>.</param>
/// <param name="boughtProtection">If set to <c>true</c> then protection has been bought and the premium will be paid.</param>
public CDS(ReferenceEntity refEntity, Currency ccy, Date[] paymentDates, double[] notionals,
double[] rates, double[] accrualFractions, bool boughtProtection)
{
_defaultRecovery = new DefaultRecovery(refEntity);
_defaultTime = new DefaultTime(refEntity);
_ccy = ccy;
_paymentDates = paymentDates;
_notionals = notionals;
_rates = rates;
_accrualFractions = accrualFractions;
_cfMultiplier = boughtProtection ? -1.0 : 1.0;
}
private void UpdateTimer()
{
//Назад
if (!Paused)
{
Time = TimeSpan.Zero;//TimeSpan.FromMilliseconds(Time.Milliseconds);
if (Reverse)
{
Time = DefaultTime.Add(Time);
}
}
}
private LocalDateTimeBuilder(DefaultTime defTime, Func <DateTime, DateTime> adaptDate)
{
_defTime = defTime;
_adaptDate = adaptDate;
}
public static DefaultTimeFunction GetFunction(DefaultTime defaultTime)
{
dict.TryGetValue(defaultTime, out DefaultTimeFunction function);
return(function);
}
public PrimitiveFieldMapping(Type type, string fieldName, string indexName, DataMapping mapping, bool isNullable, string dbType, object defaultValue, bool isIdentity, bool isPrimaryKey)
: base(type, fieldName, indexName, mapping, isNullable, dbType)
{
if (type != typeof(string))
{
Type itemstype = Type.GetType("System.Nullable`1");
_nullableType = itemstype.MakeGenericType(type);
}
else
{
_nullableType = type;
}
if (defaultValue != null)
{
Type defaultValueType = defaultValue.GetType();
if (_typeCode == TypeCode.DateTime)
{
if (defaultValueType == typeof(DefaultTime))
{
DefaultTime defaultTime = (DefaultTime)defaultValue;
this._defaultTimeFunction = DefaultTimeFunction.GetFunction(defaultTime);
if (defaultTime == DefaultTime.TimeStamp || defaultTime == DefaultTime.UtcTimeStamp)
{
isTimeStamp = true;
}
this._defaultValue = this._defaultTimeFunction;
}
else if (defaultValueType == typeof(DateTime))
{
this._defaultValue = defaultValue;
}
else if (defaultValueType == typeof(string))
{
string str = defaultValue as string;
if (DateTime.TryParse(str, out DateTime dt))
{
this._defaultValue = dt;
}
}
}
else if (defaultValueType == type)
{
this._defaultValue = defaultValue;
}
else
{
this._defaultValue = Convert.ChangeType(defaultValue, type);
}
}
if (isIdentity)
{
if (_typeCode == TypeCode.Int32 || _typeCode == TypeCode.Int64 || _typeCode == TypeCode.UInt32 || _typeCode == TypeCode.UInt64)
{
_isIdentity = true;
}
else
{
throw new LightDataException(string.Format(SR.DataMappingUnsupportIdentityFieldType, ObjectType, fieldName, type));
}
}
_isPrimaryKey = isPrimaryKey;
switch (_typeCode)
{
case TypeCode.String:
_minValue = string.Empty;
break;
case TypeCode.Boolean:
_minValue = false;
break;
case TypeCode.Byte:
_minValue = byte.MinValue;
break;
case TypeCode.SByte:
_minValue = MinSByte;
break;
case TypeCode.DateTime:
_minValue = DateTime.MinValue;
break;
case TypeCode.Char:
_minValue = Char.MinValue;
break;
case TypeCode.Int16:
_minValue = MinInt16;
break;
case TypeCode.Int32:
_minValue = MinInt32;
break;
case TypeCode.Int64:
_minValue = MinInt64;
break;
case TypeCode.UInt16:
_minValue = UInt16.MinValue;
break;
case TypeCode.UInt32:
_minValue = UInt32.MinValue;
break;
case TypeCode.UInt64:
_minValue = UInt64.MinValue;
break;
case TypeCode.Decimal:
_minValue = MinDecimal;
break;
case TypeCode.Single:
_minValue = MinSingle;
break;
case TypeCode.Double:
_minValue = MinDouble;
break;
}
}
