private double[] GetSecondaryLossMagnitudeSamples([NotNull] Risk risk)
{
double[] result = null;
if (risk.LossMagnitude?.SecondaryLosses?.Any() ?? false)
{
result = new double[SamplesCount];
foreach (var loss in risk.LossMagnitude.SecondaryLosses)
{
if (loss.IsValid &&
(loss.Form == LossForm.CompetitiveAdvantage || loss.Form == LossForm.FinesJudgements || loss.Form == LossForm.Reputation))
{
var samples = GetSamples(loss.MagnitudeMin, loss.MagnitudeMostLikely,
loss.MagnitudeMax, loss.MagnitudeConfidence);
if (samples != null)
{
for (var i = 0; i < SamplesCount; i++)
{
result[i] += samples[i];
}
}
}
}
}
return(result);
}
private double[] GetPrimaryLossMagnitudeSamples([NotNull] Risk risk)
{
double[] result = null;
if (risk.LossMagnitude?.PrimaryLosses?.Any() ?? false)
{
result = new double[SamplesCount];
foreach (var loss in risk.LossMagnitude.PrimaryLosses)
{
if (loss.IsValid &&
(loss.Form == LossForm.Productivity || loss.Form == LossForm.Replacement || loss.Form == LossForm.Response))
{
var samples = GetSamples(loss.MagnitudeMin, loss.MagnitudeMostLikely,
loss.MagnitudeMax, loss.MagnitudeConfidence);
if (samples != null)
{
for (var i = 0; i < SamplesCount; i++)
{
result[i] += samples[i];
}
}
}
}
}
return(result);
}
public static void SetRisk(this IThreatEventScenario scenario, Risk risk)
{
var model = scenario.Model;
if (model != null)
{
var schemaManager = new QuantitativeRiskSchemaManager(model);
schemaManager.SetRisk(scenario, risk);
}
}
public static Risk GetRisk(this IThreatEventScenario scenario)
{
Risk result = null;
var model = scenario.Model;
if (model != null)
{
var schemaManager = new QuantitativeRiskSchemaManager(model);
result = schemaManager.GetRisk(scenario);
}
return(result);
}
