Пример #1
0
 public TO_GridVolSurface GetTransportObject() => new TO_GridVolSurface
 {
     AssetId                 = AssetId,
     Name                    = Name,
     OriginDate              = OriginDate,
     Currency                = Currency.Ccy,
     Expiries                = Expiries,
     FlatDeltaPoint          = FlatDeltaPoint,
     FlatDeltaSmileInExtreme = FlatDeltaSmileInExtreme,
     OverrideSpotLag         = OverrideSpotLag.ToString(),
     PillarLabels            = PillarLabels,
     StrikeInterpolatorType  = StrikeInterpolatorType,
     StrikeType              = StrikeType,
     TimeBasis               = TimeBasis,
     TimeInterpolatorType    = TimeInterpolatorType,
     Strikes                 = Strikes,
     Volatilities            = new MultiDimArray <double>(Volatilities)
 };
Пример #2
0
 public new TO_RiskyFlySurface GetTransportObject() => new TO_RiskyFlySurface
 {
     AssetId                 = AssetId,
     Name                    = Name,
     OriginDate              = OriginDate,
     ATMs                    = ATMs,
     AtmVolType              = AtmVolType,
     Currency                = Currency,
     Expiries                = Expiries,
     FlatDeltaPoint          = FlatDeltaPoint,
     FlatDeltaSmileInExtreme = FlatDeltaSmileInExtreme,
     OverrideSpotLag         = OverrideSpotLag.ToString(),
     Riskies                 = new MultiDimArray <double>(Riskies),
     Flies                   = new MultiDimArray <double>(Flies),
     Forwards                = Forwards,
     PillarLabels            = PillarLabels,
     StrikeInterpolatorType  = StrikeInterpolatorType,
     StrikeType              = StrikeType,
     TimeBasis               = TimeBasis,
     TimeInterpolatorType    = TimeInterpolatorType,
     WingDeltas              = WingDeltas,
     WingQuoteType           = WingQuoteType
 };