Enumerable.SequenceEqual(PaySwaplets, basisSwap.PaySwaplets) &&
public Dictionary <string, List <DateTime> > PastFixingDates(DateTime valDate) => PaySwaplets.SelectMany(x => x.PastFixingDates(valDate)) .Concat(RecSwaplets.SelectMany(x => x.PastFixingDates(valDate))) .Distinct() .ToDictionary(x => x.Key, x => x.Value);
public string FxPair(IAssetFxModel model) => PaySwaplets.First().FxPair(model);
public FxConversionType FxType(IAssetFxModel model) => PaySwaplets.First().FxType(model);
public IAssetInstrument SetStrike(double strike) => new AsianBasisSwap
{
TradeId = TradeId,
PaySwaplets = PaySwaplets.Select(x => (AsianSwap)x.SetStrike(strike)).ToArray(),
RecSwaplets = RecSwaplets.Select(x => (AsianSwap)x.Clone()).ToArray(),
};
public string[] IrCurves(IAssetFxModel model) => PaySwaplets.SelectMany(x => x.IrCurves(model)).Concat(RecSwaplets.SelectMany(x => x.IrCurves(model))).Distinct().ToArray();
