public static ParseInputResult CustomBuildIRCurve(string curveName_, string givenString_)
{
if (string.IsNullOrEmpty(givenString_))
{
return new ParseInputResult()
{
ErrorString = "Example of possible IR curve entries"
};
}
var matches = irRegex.Matches(givenString_);
if (matches.Count < 1 || matches.Count > 3)
{
return new ParseInputResult()
{
ErrorString = "Invalid entry"
};
}
var buildingBlocks = (from Match match in matches select getxYyY(match)).ToArray();
// any returned error ?
var errors = buildingBlocks.Where(x => !string.IsNullOrEmpty(x.Item1));
if (errors.Any())
{
var b = new StringBuilder("There was a problem with the entered structure string:");
b.AppendLine();
foreach (var v in errors)
b.AppendLine(v.Item1);
return new ParseInputResult()
{
ErrorString = "Error in entered structure"
};
}
var userConfigItem = new UserListItem
{
CurveName=curveName_,
UserName=SymmetryEnvironment.UserName,
SType=Enums.StructureType.Swap
};
switch (buildingBlocks.Length)
{
case 1:
// need to create Outright
{
userConfigItem.Points = new[]
{
GetPointDef(buildingBlocks[0], 1d)
};
}
break;
case 2:
// need to create Curve
{
userConfigItem.Points = new[]
{
GetPointDef(buildingBlocks[0], -1d),
GetPointDef(buildingBlocks[1], 1d)
};
}
break;
case 3:
{
userConfigItem.Points = new[]
{
GetPointDef(buildingBlocks[0],-1d),
GetPointDef(buildingBlocks[1], 2d),
GetPointDef(buildingBlocks[2], -1d)
};
}
break;
}
return new ParseInputResult()
{
ParseResult=userConfigItem
};
}
public static ParseInputResult CustomBuildFutures(string curveName_, string givenString_)
{
if (string.IsNullOrEmpty(givenString_))
{
return new ParseInputResult()
{
ErrorString = "Example of possible entries for futures"
};
}
var matches = futRegex.Matches(givenString_);
if (matches.Count < 1 || matches.Count > 4)
{
return new ParseInputResult()
{
ErrorString = "Invalid Entry"
};
}
var curvePoints = (from Match match in matches
select
new Tuple<int, double>(
int.Parse(match.Groups["Number"].ToString()),
match.Groups["Mult"].Success == false ? double.NaN : double.Parse(match.Groups["Mult"].Value)))
.ToArray();
if (curvePoints.Any(x => x.Item1 < 1 || x.Item1 > CurveNames.GetNumberOfContractsForFutures(curveName_)))
{
return new ParseInputResult()
{
ErrorString =
string.Format("Invalid entry - max contract number is {0} and Minimum is 1",
CurveNames.GetNumberOfContractsForFutures(curveName_))
};
}
if (curvePoints.Length < 1 || curvePoints.Length > 4)
{
return new ParseInputResult()
{
ErrorString = "Maximum number of terms is 4 and minimum is 1"
};
}
UserListItem conf = new UserListItem
{
CurveName=curveName_,
SType=Enums.StructureType.Future,
UserName=SymmetryEnvironment.UserName
};
switch (curvePoints.Length)
{
case 1:
{
conf.Points = new[]
{
GetFutureDef(curvePoints[0],1d)
};
}
break;
case 2:
{
conf.Points = new[]
{
GetFutureDef(curvePoints[0],-1d),
GetFutureDef(curvePoints[1],1d)
};
}
break;
case 3:
{
conf.Points = new[]
{
GetFutureDef(curvePoints[0], -1d),
GetFutureDef(curvePoints[1], 2d),
GetFutureDef(curvePoints[2], -1d)
};
}
break;
case 4:
{
conf.Points = new[]
{
GetFutureDef(curvePoints[0], 1d),
GetFutureDef(curvePoints[1], -3d),
GetFutureDef(curvePoints[2], 3d),
GetFutureDef(curvePoints[3], -1d)
};
}
break;
}
return new ParseInputResult()
{
//Task = productCreationtask
ParseResult = conf
};
}
//internal Task<InstrumentWithStats> CreateInstrumentAsync()
//{
// return Task.Run(() => CreateInstrument());
//}
internal bool IsSameAs(UserListItem other_)
{
return other_ != null && GenerateFullMoniker().Equals(other_.GenerateFullMoniker());
}
