Exemplos de pragmatic_quant_model.Product AutoCall.CallTrigger em C# (CSharp)

Exemplo n.º 1

Arquivo: IProduct.cs Projeto: xyicheng/pragmatic-quant

            public IFixing[] Visit(AutoCall autocall)
            {
                var underlyingFixings = autocall.Underlying.Accept(this);
                var redemptionFixings = autocall.CallDates.Map(d => autocall.Redemption(d).Accept(this));
                var triggerFixings    = autocall.CallDates.Map(d => autocall.CallTrigger(d).Fixings);

                var mergedFixings = underlyingFixings.MergeWith(redemptionFixings)
                                    .MergeWith(triggerFixings);

                return(mergedFixings.OrderBy(f => f.Date).ToArray());
            }