/// <summary>
/// Creates a PricingDataPointCoordinate.
/// </summary>
/// <param name="expiryDate"></param>
/// <param name="maturityDate"></param>
/// <param name="maturityTerm"></param>
/// <param name="strike"></param>
/// <param name="generic"></param>
/// <returns></returns>
public static PricingDataPointCoordinate Create(DateTime expiryDate,
DateTime maturityDate, Period maturityTerm, decimal strike, string generic)
{
var coordinate = new PricingDataPointCoordinate();
var pMaturityTerm = maturityTerm;
var pStrike = strike;
GenericDimension pGeneric = null;
if (generic != null)
{
pGeneric = new GenericDimension {
name = generic, Value = generic
};
}
coordinate.expiration = new TimeDimension[1];
coordinate.expiration[0] = TimeDimensionFactory.Create(expiryDate);
coordinate.term = new TimeDimension[1];
coordinate.term[0] = TimeDimensionFactory.Create(maturityDate, pMaturityTerm);
coordinate.strike = new[] { pStrike };
if (pGeneric != null)
{
coordinate.generic = new[] { pGeneric }
}
;
return(coordinate);
}
}
/// <summary>
/// Creates a PricingDataPointCoordinate.
/// </summary>
/// <param name="expiry"></param>
/// <param name="term"></param>
/// <param name="strike"></param>
/// <param name="generic"></param>
/// <returns></returns>
public static PricingDataPointCoordinate Create(string expiry, string term, decimal strike, string generic)
{
var coordinate = new PricingDataPointCoordinate();
var pExpiry = expiry != null?PeriodHelper.Parse(expiry) : null;
var pTerm = term != null?PeriodHelper.Parse(term) : null;
var pStrike = strike;
GenericDimension pGeneric = null;
if (generic != null)
{
pGeneric = new GenericDimension {
name = generic, Value = generic
};
}
coordinate.expiration = new TimeDimension[1];
coordinate.expiration[0] = new TimeDimension {
Items = new object[] { pExpiry }
};
if (pTerm != null)
{
coordinate.term = new TimeDimension[1];
coordinate.term[0] = new TimeDimension {
Items = new object[] { pTerm }
};
}
coordinate.strike = new[] { pStrike };
if (pGeneric != null)
{
coordinate.generic = new[] { pGeneric }
}
;
return(coordinate);
}
