public BondSpreadWcfService(BondSpreadService bondSpreadService, BondSpreadServiceModel serviceModel, BondSpreadCalculator serviceCalculator, InterestCurves curves)
 {
     Log.Info("BondSpreadWcfService initialized!");
     this.bondSpreadService = bondSpreadService;
     this.serviceModel = serviceModel;
     this.serviceCalculator = serviceCalculator;
     this.curves = curves;            
 }
Пример #2
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        public FutureBuilder(BondSpreadServiceModel bondSpreadServiceModel)
        {
            //bondSpreadServiceModel = new BondSpreadServiceModel();
            this.bondSpreadServiceModel = bondSpreadServiceModel;

            // default some settings            
            rollControl = RollControl.FirstNotice;
            calendar = "USNY";

            futureContractHeaders = new[] {"TU", "FV", "TY", "US", "WN"};
        }
 public BondSpreadCalculator(BondSpreadServiceModel bondSpreadServiceModel, CurveBuilder curveBuilder,
                             FutureBuilder futureBuilder, FutureEnrichment futureEnricher, ForwardBuilder forwardBuilder,
                             InterestCurves curves)
 {
     this.bondSpreadServiceModel = bondSpreadServiceModel;
     this.curveBuilder = curveBuilder;            
     this.futureBuilder = futureBuilder;
     this.futureEnricher = futureEnricher;
     this.forwardBuilder = forwardBuilder;
     this.curves = curves;
     
     carbonFieldMap = CarbonModel.GetEnumToFieldMapping(new[] { "bid", "ask", "primAct1", "secAct1" });
     dataObserver = new DataObserver(bondPriceCache, carbonFieldMap, FutureCache);
     dataObserver.Subscribe(dataObserveSubject);
 }
 public BondSpreadWorkItem(BondSpreadServiceModel bondSpreadServiceModel)
 {
     _bondSpreadServiceModel = bondSpreadServiceModel;
 }
Пример #5
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        public FutureEnrichment(FutureBuilder _futureBuilder, BondSpreadServiceModel bondServiceModel)
        {
            this._futureBuilder = _futureBuilder;

            this.bondServiceModel = bondServiceModel;
        }