public override void Initialize()
{
_contractRITEs = new HashSet <ContractAtomicRITE>();
//Build Graph here....
graphNodes = new List <GraphNode>();
parentToChildrenMap = new Dictionary <GraphNode, List <GraphNode> >();
atomicCoverageRITEs = new HashSet <CoverageAtomicRITE>();
//Add Contract Declarations
Declarations = new Declarations();
Graph overlapGraph;
cache.GetContract(11331, out overlapGraph);
Graph normalGraph;
cache.GetContract(11324656, out normalGraph);
ScheduleOfContracts schedule = new ScheduleOfContracts("PositionA_Gross",
new HashSet <Graph>()
{
overlapGraph, normalGraph
});
ReinsuranceSubject TreatyNodeSub = new ReinsuranceSubject(schedule, Loss, EQ);
CoverNode TreatyNode = new CoverNode(TreatyNodeSub, "OccLim");
//TreatyNode.SetCoverTerms(false, 100, 100000, 1);
graphNodes.Add(TreatyNode);
this.TopNodes = new List <GraphNode>()
{
TreatyNode
};
this.BuildAtomicRITEs();
}
private HashSet <Graph> BuildPosition(HashSet <long> conIDs)
{
HashSet <Graph> position = new HashSet <Graph>();
foreach (long ID in conIDs)
{
Graph contract;
if (graphCache.GetContract(ID, out contract))
{
position.Add(contract);
}
else
{
GraphBuilder builder = new GraphBuilder(graphCache);
ExposureDataAdaptor expData = graphCache.GetExposure(ID);
GraphType type = graphCache.GetSettings(ID).GraphType;
contract = builder.MakeGraph(type, expData);
graphCache.Add(ID, contract);
position.Add(contract);
}
}
return(position);
}
public void InputLossForGraph(long ID, LossTimeSeries series)
{
Graph Contract;
if (GraphCache.GetContract(ID, out Contract))
{
//Contract.PayoutTimeSeries = series;
Contract.IsExecuted = true;
}
else
{
throw new InvalidOperationException("Graph for contract: " + ID + " must be built before setting Losses");
}
}
public Graph MakeGraph(GraphType type, ExposureDataAdaptor expData)
{
Graph graph;
if (graphCache.GetContract(expData.ContractID, out graph))
{
return(graph);
}
switch (type)
{
case GraphType.Auto:
AutoGraphBuilder builder = new AutoGraphBuilder(expData, graphCache);
graph = builder.Build();
break;
case GraphType.FixedGraph1:
graph = new FixedGraph1(expData);
//graph.Initialize();
break;
case GraphType.FixedGraph2:
graph = new FixedGraph2(expData);
//graph.Initialize();
break;
case GraphType.FixedGraphOverlap:
graph = new FixedGraphOverlap(expData);
//graph.Initialize();
break;
case GraphType.FixedGraphOverlapSubperil:
graph = new FixedGraphOverlapSubperil(expData);
//graph.Initialize();
break;
case GraphType.FixedGraphOverlapSubperil2:
graph = new FixedGraphOverlapSubperil2(expData);
//graph.Initialize();
break;
case GraphType.FixedTreaty1:
graph = new FixedTreaty1(expData, graphCache);
//graph.Initialize();
break;
default:
throw new NotSupportedException("Cannot currently support this treaty type");
}
graph.Initialize();
if (graph is FixedPrimaryGraph || graph is FixedTreaty1) ///need to remove FixedTreaty1 condition
{
GetTermsForGraph(expData, graph);
}
graph.Reset();
graphCache.Add(graph.ContractID, graph);
return(graph);
}