C# (CSharp) IMarketDataContainer.Get示例

示例#1

文件： FloatingRateSourceFromDiscountCalibrator.cs 项目： ShaliniLala26/RiskworxQuantSA

        public bool TryCalibrate(Date calibrationDate, IMarketDataContainer marketDataContainer)
        {
            if (!marketDataContainer.Contains(_baseCurveDescription))
            {
                return(false);
            }
            var underlyingDiscountCurve = marketDataContainer.Get(_baseCurveDescription);

            _curve = new ForecastCurveFromDiscount(underlyingDiscountCurve, _index, null);
            return(true);
        }

示例#2

 public void SetMarketData(IMarketDataContainer marketData)
 {
     _forecastCurve = marketData.Get(new FloatingRateSourceDescription(_index));
     _discountCurve = marketData.Get(_discountCurveDescription);
 }

示例#3

 public void SetMarketData(IMarketDataContainer marketData)
 {
     _leg1Curve     = marketData.Get(new FloatingRateSourceDescription(_leg1Index));
     _leg2Curve     = marketData.Get(new FloatingRateSourceDescription(_leg2Index));
     _discountCurve = marketData.Get(_discountCurveDescription);
 }

示例#4

文件： FRACurveInstrument.cs 项目： ShaliniLala26/RiskworxQuantSA

 public void SetMarketData(IMarketDataContainer marketData)
 {
     _curve = marketData.Get(_floatingRateSourceDescription);
 }

示例#5

 public void SetMarketData(IMarketDataContainer marketData)
 {
     _curve = marketData.Get(_discountCurve);
 }