/// <summary>Gets a mutable Swap Market convention template which is initially filled with values of the current instance, i.e. with some standard conventions.
/// </summary>
/// <returns>A mutable Swap Market convention template.</returns>
public SwapMarketConventions GetMutableTemplate()
{
SwapMarketConventions marketConventions = new SwapMarketConventions();
marketConventions.SetStandardBusinessDaysToSettle(BusinessDaysToSettle);
marketConventions.SetStandardFixingLag(FixingLag);
marketConventions.SetStandardFixedBusinessDayConvention(FixedBusinessDayConvention);
marketConventions.SetStandardFixedDayCountConvention(FixedDayCountConvention);
marketConventions.SetStandardFixedFrequency(FixedFrequency);
marketConventions.SetStandardFloatingBusinessDayConvention(FloatingBusinessDayConvention);
marketConventions.SetStandardFloatingDayCountConvention(FloatingDayCountConvention);
marketConventions.SetStandardFloatingFrequency(FloatingFrequency);
return(marketConventions);
}
/// <summary>Initializes a new instance of the <see cref="ReadOnlySwapMarketConventions"/> class.
/// </summary>
/// <param name="swapMarketConventions">The swap market conventions.</param>
/// <exception cref="ArgumentNullException">Thrown, if <paramref name="swapMarketConventions"/> is <c>null</c>.</exception>
/// <exception cref="ArgumentException">Thrown, if <paramref name="swapMarketConventions"/> is not completely defined.</exception>
public ReadOnlySwapMarketConventions(SwapMarketConventions swapMarketConventions)
{
if (swapMarketConventions == null)
{
throw new ArgumentNullException("swapMarketConventions");
}
if (swapMarketConventions.IsCompletelyDefined == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Swap market conventions"), "swapMarketConventions");
}
BusinessDaysToSettle = swapMarketConventions.BusinessDaysToSettle.Value;
FixingLag = swapMarketConventions.FixingLag;
FixedBusinessDayConvention = swapMarketConventions.FixedBusinessDayConvention;
FixedDayCountConvention = swapMarketConventions.FixedDayCountConvention;
FixedFrequency = swapMarketConventions.FixedFrequency;
FloatingBusinessDayConvention = swapMarketConventions.FloatingBusinessDayConvention;
FloatingDayCountConvention = swapMarketConventions.FloatingDayCountConvention;
FloatingFrequency = swapMarketConventions.FloatingFrequency;
}
/// <summary>Adds default market conventions that are taken into account into a specific logger.
/// </summary>
/// <param name="logger">The logger.</param>
/// <param name="marketConventions">The market conventions which are taken into account.</param>
/// <param name="userMarketConventionInput">The user input of market conventions.</param>
public static void Add_Info(this ILogger logger, ReadOnlySwapMarketConventions marketConventions, SwapMarketConventions userMarketConventionInput = null)
{
if ((logger != null) && (marketConventions != null))
{
//if ((userMarketConventionInput == null) || (userMarketConventionInput.BusinessDaysToSettleState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Business days to settle", marketConventions.BusinessDaysToSettle);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixingLagState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixing Lag", marketConventions.FixingLag.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixedBusinessDayConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixed Business day convention", marketConventions.FixedBusinessDayConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixedDayCountConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixed Day Count convention", marketConventions.FixedDayCountConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixedFrequencyState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixed frequency", marketConventions.FixedFrequency.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FloatingBusinessDayConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Floating Business day convention", marketConventions.FloatingBusinessDayConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FloatingDayCountConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Floating Day Count convention", marketConventions.FloatingDayCountConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FloatingFrequencyState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Floating frequency", marketConventions.FloatingFrequency.Name);
//}
}
}