public UpdateAction <ManageableMarketDataSnapshot> PrepareUpdateFrom(ManageableMarketDataSnapshot newSnapshot)
{
var globalUpdate = _globalValues.PrepareUpdateFrom(newSnapshot._globalValues);
var ycActions = _yieldCurves.ProjectStructure(newSnapshot._yieldCurves,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._yieldCurves[k]),
PrepareCurveRemoveAction,
PrepareCurveAddAction
);
var cubeActions = _volatilityCubes.ProjectStructure(newSnapshot._volatilityCubes,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._volatilityCubes[k]),
PrepareCubeRemoveAction,
PrepareCubeAddAction
);
var surfaceActions = _volatilitySurfaces.ProjectStructure(newSnapshot._volatilitySurfaces,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._volatilitySurfaces[k]),
PrepareSurfaceRemoveAction,
PrepareSurfaceAddAction
);
return(globalUpdate.Wrap <ManageableMarketDataSnapshot>(s => s._globalValues)
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(ycActions))
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(cubeActions))
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(surfaceActions)));
}
public UpdateAction <ManageableYieldCurveSnapshot> PrepareUpdateFrom(ManageableYieldCurveSnapshot other)
{
var valuesAction = _values.PrepareUpdateFrom(other._values);
var otherValTime = other.ValuationTime;
var timeAction = new UpdateAction <ManageableYieldCurveSnapshot>(delegate(ManageableYieldCurveSnapshot snap)
{
snap._valuationTime = otherValTime;
snap.InvokePropertyChanged(new PropertyChangedEventArgs("ValuationTime"));
});
return(valuesAction.Wrap <ManageableYieldCurveSnapshot>(y => y._values).Concat(timeAction));
}
public UpdateAction <ManageableVolatilityCubeSnapshot> PrepareUpdateFrom(ManageableVolatilityCubeSnapshot newObject)
{
var otherValuesAction = _otherValues.PrepareUpdateFrom(newObject._otherValues);
var updateAction = otherValuesAction.Wrap <ManageableVolatilityCubeSnapshot>(y => y._otherValues);
var currValues = Clone(_values);
var newValues = Clone(newObject._values);
var valuesUpdateAction = currValues.ProjectStructure(newValues,
PrepareUpdateFrom,
PrepareRemoveAction,
PrepareAddAction
).Aggregate(UpdateAction <ManageableVolatilityCubeSnapshot> .Empty, (a, b) => a.Concat(b));
var strikesAction = Clone(_strikes).ProjectStructure(Clone(newObject._strikes),
PrepareUpdateFrom,
PrepareRemoveAction,
PrepareAddAction).Aggregate(UpdateAction <ManageableVolatilityCubeSnapshot> .Empty, (a, b) => a.Concat(b));
return(valuesUpdateAction.Concat(updateAction).Concat(strikesAction));
}