public void SetId(MarketObject o, string id)
{
if (id != "")
{
_marketObjectIds[o] = id;
}
}
//! EUR => Yield/EUR/EUR6M, USD => Yield/USD/USD3M etc.
public Dictionary <string, string> Mapping(MarketObject o, string configuration)
{
QLNet.Utils.QL_REQUIRE(HasConfiguration(configuration), () => "configuration " + configuration + " not found");
if (_marketObjects.ContainsKey(o))
{
if (_marketObjects[o].ContainsKey(MarketObjectId(0, configuration)))
{
return(_marketObjects[o][MarketObjectId(0, configuration)]);
}
}
QLNet.Utils.QL_FAIL("market object of type " + o + " with id " + MarketObjectId(o, configuration) + " specified in configuration " + configuration + " not found");
return(null);
}
private void AddMarketObject(MarketObject o, string id, Dictionary <string, string> assignments)
{
if (!_marketObjects.ContainsKey(o))
{
Dictionary <string, Dictionary <string, string> > temp = new Dictionary <string, Dictionary <string, string> >();
temp.Add(id, assignments);
_marketObjects.Add(o, temp);
}
else
{
if (!_marketObjects[o].ContainsKey(id))
{
_marketObjects[o].Add(id, assignments);
}
}
//_marketObjects[o][id] = assignments;
foreach (KeyValuePair <string, string> s in assignments)
{
//DLOG("TodaysMarketParameters, add market objects of type " + o + ": " + id + " " + s.Key + " " + s.Value);
}
}
//! Individual term structure ids for a given configuration
public string MarketObjectId(MarketObject o, string configuration)
{
QLNet.Utils.QL_REQUIRE(HasConfiguration(configuration), () => "configuration " + configuration + " not found");
// TODO: Fixme!!
return(_configurations[configuration].ToString()); // (o);
}
public bool HasMarketObject(MarketObject o)
{
return(_marketObjects.ContainsKey(o));
}