/// <summary>Gets a mutable Money Market convention template which is initially filled with values of
/// the current instance, i.e. with some standard conventions.</summary>
/// <returns>A mutable Money Market convention template.</returns>
public MoneyMarketConventions GetMutableTemplate()
{
MoneyMarketConventions marketConventions = new MoneyMarketConventions();
marketConventions.SetStandardBusinessDayConvention(BusinessDayConvention);
marketConventions.SetStandardDayCountconvention(DayCountConvention);
marketConventions.SetStandardFutureBasePointValue(FutureBasePointValue);
marketConventions.SetStandardLiborIndexName(LiborIndexName);
marketConventions.SetStandardLiborRateRoundingRule(LiborRateRoundingRule);
marketConventions.SetStandardBusinessDaysToSettle(BusinessDaysToSettle);
marketConventions.SetStandardCapletTenorConvention(CapletTenorConvention);
marketConventions.SetStandardFixingLag(FixingLag);
return(marketConventions);
}
/// <summary>Initializes a new instance of the <see cref="ReadOnlyMoneyMarketConventions"/> class.
/// </summary>
/// <param name="moneyMarketConventions">The money market conventions.</param>
/// <exception cref="ArgumentNullException">Thrown, if <paramref name="moneyMarketConventions"/> is <c>null</c>.</exception>
/// <exception cref="ArgumentException">Thrown, if <paramref name="moneyMarketConventions"/> is not completely defined.</exception>
public ReadOnlyMoneyMarketConventions(MoneyMarketConventions moneyMarketConventions)
{
if (moneyMarketConventions == null)
{
throw new ArgumentNullException("moneyMarketConventions");
}
if (moneyMarketConventions.IsCompletelyDefined == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsNotWellDefined, "Money market conventions"), "moneyMarketConventions");
}
BusinessDayConvention = moneyMarketConventions.BusinessDayConvention;
FixingLag = moneyMarketConventions.FixingLag;
BusinessDaysToSettle = moneyMarketConventions.BusinessDaysToSettle.Value;
CapletTenorConvention = moneyMarketConventions.CapletTenorConvention;
DayCountConvention = moneyMarketConventions.DayCountConvention;
FutureBasePointValue = moneyMarketConventions.FutureBasePointValue;
LiborIndexName = moneyMarketConventions.LiborIndexName;
LiborRateRoundingRule = moneyMarketConventions.LiborRateRoundingRule;
}
/// <summary>Adds default market conventions that are taken into account into a specific logger.
/// </summary>
/// <param name="logger">The logger.</param>
/// <param name="marketConventions">The market conventions which are taken into account.</param>
/// <param name="userMarketConventionInput">The user input of market conventions.</param>
public static void Add_Info(this ILogger logger, ReadOnlyMoneyMarketConventions marketConventions, MoneyMarketConventions userMarketConventionInput = null)
{
if ((logger != null) && (marketConventions != null))
{
//if ((userMarketConventionInput == null) || (userMarketConventionInput.BusinessDayConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Business day convention", marketConventions.BusinessDayConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.BusinessDaysToSettleState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Business days to settle", marketConventions.BusinessDaysToSettle);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.DayCountConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Day count convention", marketConventions.DayCountConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.CapletTenorConventionState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Caplet tenor convention", marketConventions.CapletTenorConvention.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FutureBasePointValueState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Future base point value", marketConventions.FutureBasePointValue);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.LiborRateRoundingRuleState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Libor Rounding Rule", marketConventions.LiborRateRoundingRule.Name);
//}
//if ((userMarketConventionInput == null) || (userMarketConventionInput.FixingLagState != ConventionState.UserInput))
//{
// logger.Add_Info_StandardValue("Fixing Lag", marketConventions.FixingLag.Name);
//}
}
}
