public DiscretePayoffs Inverse()
{
var outcomes = new DiscretePayoffs();
foreach (var pnl in this)
{
outcomes.Add(new DiscretePayoff(pnl.Outcome, -pnl.Reward));
}
return(outcomes);
}
public static DiscretePayoffs CreateFromContractInfo(ContractInfo[] contractInfos, Money collateral)
{
var payoffs = new DiscretePayoffs();
foreach (var i in contractInfos)
{
if (i.Outcome is DiscreteOutcome && i.Payout is Money)
{
payoffs.Add(i.Outcome, i.Payout - collateral);
}
}
return(payoffs);
}
public static DiscretePayoffs CreateFromContractInfo(ContractInfo[] contractInfos, Money collateral, DiscreteOutcome[]?preimages = null)
{
var hashsetPreimages = (preimages ?? Array.Empty <DiscreteOutcome>()).ToHashSet();
var payoffs = new DiscretePayoffs();
foreach (var i in contractInfos)
{
if (i.Outcome is DiscreteOutcome && i.Payout is Money)
{
hashsetPreimages.TryGetValue(i.Outcome, out var preimage);
payoffs.Add(preimage ?? i.Outcome, i.Payout - collateral);
}
}
return(payoffs);
}
