public PaymentInfo[] Visit(AutoCall autocall)
{
var underlyingPayments = autocall.Underlying.Accept(this);
var redemptionPayments = autocall.CallDates.Map(d => autocall.Redemption(d).Accept(this));
return(redemptionPayments.Aggregate(underlyingPayments, (prev, d) => prev.Union(d).ToArray()));
}
public IFixing[] Visit(AutoCall autocall)
{
var underlyingFixings = autocall.Underlying.Accept(this);
var redemptionFixings = autocall.CallDates.Map(d => autocall.Redemption(d).Accept(this));
var triggerFixings = autocall.CallDates.Map(d => autocall.CallTrigger(d).Fixings);
var mergedFixings = underlyingFixings.MergeWith(redemptionFixings)
.MergeWith(triggerFixings);
return(mergedFixings.OrderBy(f => f.Date).ToArray());
}
public DateTime[] Visit(AutoCall autocall)
{
var underlyingDates = autocall.Underlying.Accept(this);
var redemptionDates = autocall.CallDates.Map(d => autocall.Redemption(d).Accept(this));
var result = EnumerableUtils.Merge(redemptionDates);
result = EnumerableUtils.Merge(underlyingDates, result);
result = EnumerableUtils.Merge(result, autocall.CallDates);
result = result.OrderBy(d => d).ToArray();
return(result);
}