private static UnderlyingAsset CreateSimpleFra(string marketInstrumentId)
{
var simpleFra = new SimpleFra();
string[] slicedInstrumentId = marketInstrumentId.Split('-');
string instrumentCurrency = slicedInstrumentId[0];
string instrumentTerm = slicedInstrumentId[2];
simpleFra.currency = new IdentifiedCurrency {
Value = instrumentCurrency
};
string startTerm;
string endTerm = slicedInstrumentId[3];
if (endTerm != null)
{
startTerm = instrumentTerm;
Period temp = PeriodHelper.Parse(endTerm);
simpleFra.startTerm = PeriodHelper.Parse(startTerm);
simpleFra.endTerm = simpleFra.startTerm.Sum(temp);
}
else
{
string[] slicedTerm = instrumentTerm.Split("vxVX".ToCharArray());//TODO fix this for index tenors.
startTerm = slicedTerm[0];
endTerm = slicedTerm[1];
simpleFra.startTerm = PeriodHelper.Parse(startTerm);
simpleFra.endTerm = PeriodHelper.Parse(endTerm);
}
simpleFra.instrumentId = new[] { new InstrumentId() };
simpleFra.instrumentId[0].Value = marketInstrumentId;
return(simpleFra);
}
/// <summary>
/// Parses the string info into an asset.
/// </summary>
/// <param name="instrumentId"></param>
/// <param name="value"></param>
/// <returns></returns>
public static Pair <Asset, BasicAssetValuation> ParseSurface(string instrumentId, decimal value)
{
const string rateQuotationType = PriceableCapRateAsset.VolatilityQuotationType;
SimpleFra underlyingAsset;
var results = instrumentId.Split('-');
var instrument = results[1];
var listBasicQuotations = new List <BasicQuotation>();
var asset = EnumHelper.Parse <AssetTypesEnum>(instrument);
switch (asset)
{
case AssetTypesEnum.BillCaplet:
case AssetTypesEnum.BillFloorlet:
case AssetTypesEnum.Floorlet:
case AssetTypesEnum.Caplet:
{
var index = results[3];
underlyingAsset = new SimpleFra {
id = instrumentId, startTerm = PeriodHelper.Parse(results[2])
};
underlyingAsset.endTerm
= underlyingAsset.startTerm.Sum(PeriodHelper.Parse(index));
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalVolatility"));
break;
}
default:
throw new NotSupportedException($"Asset type {instrument} is not supported");
}
return(new Pair <Asset, BasicAssetValuation>(underlyingAsset, BasicAssetValuationHelper.Create(underlyingAsset.id, listBasicQuotations.ToArray())));
}
/// <summary>
/// Initializes a new instance of the class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="resetDates">The reset date information.</param>
/// <param name="rateOption">A rateOption.</param>
/// <param name="amount">The amount.</param>
/// <param name="strike">The strike.</param>
/// <param name="businessDayAdjustments">The business day adjustments.</param>
/// <param name="marketQuotes">The market Quotes. This must include the volatility.</param>
protected PriceableSimpleRateOptionAsset(DateTime baseDate, RelativeDateOffset resetDates, SimpleFra rateOption,
Decimal amount, Decimal strike, BusinessDayAdjustments businessDayAdjustments, BasicAssetValuation marketQuotes)
{
Strike = strike;
ResetDateOffset = resetDates;
RateOption = rateOption;
ModelIdentifier = "SimpleRateOptionAsset";
BaseDate = baseDate;
BusinessDayAdjustments = businessDayAdjustments;
Notional = amount;
var quotes = new List <BasicQuotation>(marketQuotes.quote);
SetQuote(VolatilityQuotationType, quotes);
}
/// <summary>
/// Parses the data.
/// </summary>
/// <param name="instrumentIds"></param>
/// <returns></returns>
public static QuotedAssetSet Parse(string[] instrumentIds)
{
var quotedAssetSetFactory = new QuotedAssetSetFactory();
const string rateQuotationType = "MarketQuote";
for (var i = 0; i < instrumentIds.Length; i++)
{
Asset underlyingAsset;
var instrumentId = instrumentIds[i];
var results = instrumentIds[i].Split('-');
var instrument = results[1];
var listBasicQuotations = new List <BasicQuotation>();
const string priceUnitDecimalRate = "DecimalRate";
switch (instrument)
{
case "ZeroRate":
{
underlyingAsset = new Cash {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "Xibor":
case "OIS":
{
var tenor = results[2];
underlyingAsset = new RateIndex {
id = instrumentId, term = Period.Parse(tenor)
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "IRSwap":
case "XccySwap":
case "SimpleIRSwap":
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = Period.Parse(results[2])
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "Deposit":
case "XccyDepo":
case "BankBill":
{
underlyingAsset = new Deposit {
id = instrumentId, term = Period.Parse(results[2])
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "SimpleFra":
case "Fra":
case "BillFra":
{
var index = results[3];
var asset = new SimpleFra {
id = instrumentId, startTerm = Period.Parse(results[2])
};
asset.endTerm = asset.startTerm.Sum(Period.Parse(index));
underlyingAsset = asset;
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "IRFuture":
{
underlyingAsset = new Future {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
listBasicQuotations.Add(BasicQuotationHelper.Create("Volatility", "LognormalVolatility"));
break;
}
case "CPIndex":
{
var tenor = results[2];
underlyingAsset = new RateIndex {
id = instrumentId, term = Period.Parse(tenor)
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
case "SimpleCPISwap":
case "CPISwap":
case "ZCCPISwap":
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = Period.Parse(results[2])
};
listBasicQuotations.Add(BasicQuotationHelper.Create(rateQuotationType, priceUnitDecimalRate));
break;
}
default:
throw new NotSupportedException(string.Format("Asset type {0} is not supported", instrument));
}
quotedAssetSetFactory.AddAssetAndQuotes(underlyingAsset, Helpers.BasicAssetValuationHelper.Create(underlyingAsset.id, listBasicQuotations.ToArray()));
}
return(quotedAssetSetFactory.Create());
}
/// <summary>
/// Parses the string info into an asset.
/// </summary>
/// <param name="instrumentId"></param>
/// <param name="value"></param>
/// <param name="adjustment"></param>
/// <returns></returns>
public static Pair <Asset, BasicAssetValuation> Parse(string instrumentId, decimal value, decimal adjustment)
{
const string rateQuotationType = "MarketQuote";
Asset underlyingAsset;
var results = instrumentId.Split('-');
var instrument = results[1];
var listBasicQuotations = new List <BasicQuotation>();
switch (instrument)
{
case "ZeroRate":
{
var zeroRate = new Cash {
id = instrumentId
};
underlyingAsset = zeroRate;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
break;
}
case "Xibor":
case "OIS":
{
var tenor = results[2];
var rateIndex = new RateIndex {
id = instrumentId, term = Period.Parse(tenor)
};
underlyingAsset = rateIndex;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "IRSwap":
case "XccySwap":
case "SimpleIRSwap":
{
var simpleIRSwap = new SimpleIRSwap {
id = instrumentId, term = Period.Parse(results[2])
};
underlyingAsset = simpleIRSwap;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "Deposit":
case "XccyDepo":
case "BankBill":
{
var deposit = new Deposit {
id = instrumentId, term = Period.Parse(results[2])
};
underlyingAsset = deposit;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "SimpleFra":
case "Fra":
case "BillFra":
case "SpreadFra":
{
var index = results[3];
var asset = new SimpleFra {
id = instrumentId, startTerm = Period.Parse(results[2])
};
asset.endTerm = asset.startTerm.Sum(Period.Parse(index));
underlyingAsset = asset;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "IRCap":
{
var simpleIRCap = new SimpleIRSwap {
id = instrumentId, term = Period.Parse(results[2])
};
underlyingAsset = simpleIRCap;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, "Premium", "Amount"));
break;
}
case "IRFuture":
{
var future = new Future {
id = instrumentId
};
underlyingAsset = future;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
listBasicQuotations.Add(BasicQuotationHelper.Create(adjustment, "Volatility", "LognormalVolatility"));
break;
}
case "CommodityFuture":
{
var future = new Future {
id = instrumentId
};
underlyingAsset = future;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
break;
}
case "CPIndex":
{
var tenor = results[2];
var rateIndex = new RateIndex {
id = instrumentId, term = Period.Parse(tenor)
};
underlyingAsset = rateIndex;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "SimpleCPISwap":
case "CPISwap":
case "ZCCPISwap":
{
var simpleIRSwap = new SimpleIRSwap {
id = instrumentId, term = Period.Parse(results[2])
};
underlyingAsset = simpleIRSwap;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "DecimalRate"));
break;
}
case "FxSpot":
case "FxForward":
{
// var tenor = results[2];
var fxRateAsset = new FxRateAsset {
id = instrumentId
};
underlyingAsset = fxRateAsset;
listBasicQuotations.Add(BasicQuotationHelper.Create(value + adjustment, rateQuotationType, "FxRate"));
break;
}
case "CommoditySpot":
case "CommodityForward":
{
var commodityAsset = new FxRateAsset {
id = instrumentId
};
underlyingAsset = commodityAsset;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "Price"));
break;
}
case "Bond":
{
var asset = new Bond {
id = instrumentId
};
underlyingAsset = asset;
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DirtyPrice"));
break;
}
default:
throw new NotSupportedException(string.Format("Asset type {0} is not supported", instrument));
}
return(new Pair <Asset, BasicAssetValuation>(underlyingAsset, Helpers.BasicAssetValuationHelper.Create(underlyingAsset.id, listBasicQuotations.ToArray())));
}
/// <summary>
/// Parses the string info into an asset.
/// </summary>
/// <param name="instrumentId"></param>
/// <param name="value"></param>
/// <param name="adjustment"></param>
/// <returns></returns>
public static Pair <Asset, BasicAssetValuation> Parse(string instrumentId, decimal value, decimal?adjustment)
{
const string rateQuotationType = PriceableSimpleRateAsset.RateQuotationType;
const string volatilityQuotationType = PriceableCapRateAsset.VolatilityQuotationType;
Asset underlyingAsset;
decimal additional = 0.0m;
if (adjustment != null)
{
additional = (decimal)adjustment;
}
var listBasicQuotations = new List <BasicQuotation>();
var properties = new PriceableAssetProperties(instrumentId);
switch (properties.AssetType)
{
//This is in place to handle volatility curves where the tenor is the expiry.
case AssetTypesEnum.Period:
{
//There is no underlying asset.
underlyingAsset = null;
listBasicQuotations.Add(BasicQuotationHelper.Create(instrumentId, value, volatilityQuotationType, "LognormalVolatility"));
break;
}
case AssetTypesEnum.ZeroRate:
{
underlyingAsset = new Cash {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.Xibor:
case AssetTypesEnum.OIS:
{
underlyingAsset = new RateIndex {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.IRSwap:
case AssetTypesEnum.ClearedIRSwap:
case AssetTypesEnum.OISSwap:
case AssetTypesEnum.XccySwap:
case AssetTypesEnum.SimpleIRSwap:
case AssetTypesEnum.XccyBasisSwap:
case AssetTypesEnum.BasisSwap:
case AssetTypesEnum.ResettableXccyBasisSwap:
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.Caplet:
case AssetTypesEnum.Floorlet:
case AssetTypesEnum.BillCaplet:
case AssetTypesEnum.BillFloorlet:
{
underlyingAsset = new SimpleFra
{
id = instrumentId,
startTerm = properties.TermTenor,
endTerm = properties.TermTenor.Sum(properties.ForwardIndex)
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, volatilityQuotationType, "LognormalVolatility"));
if (adjustment != null)
{
listBasicQuotations.Add(BasicQuotationHelper.Create(additional, "Strike", "DecimalRate"));
}
break;
}
case AssetTypesEnum.Deposit:
case AssetTypesEnum.SpreadDeposit:
case AssetTypesEnum.XccyDepo:
case AssetTypesEnum.BankBill:
case AssetTypesEnum.Repo:
case AssetTypesEnum.RepoSpread:
{
underlyingAsset = new Deposit {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.SimpleFra:
case AssetTypesEnum.Fra:
case AssetTypesEnum.BillFra:
case AssetTypesEnum.SpreadFra:
{
underlyingAsset = new SimpleFra
{
id = instrumentId,
startTerm = properties.TermTenor,
endTerm = properties.TermTenor.Sum(properties.ForwardIndex) //TODO this restricts the perios to be the same!!!
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.Swaption:
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, volatilityQuotationType, "LognormalVolatility"));
if (adjustment != null)
{
listBasicQuotations.Add(BasicQuotationHelper.Create(additional, "Strike", "DecimalRate"));
}
break;
}
case AssetTypesEnum.IRFloor:
case AssetTypesEnum.IRCap:
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, volatilityQuotationType, "LognormalVolatility"));
if (adjustment != null)
{
listBasicQuotations.Add(BasicQuotationHelper.Create(additional, "Strike", "DecimalRate"));
}
break;
}
case AssetTypesEnum.IRFutureOption:
case AssetTypesEnum.IRCallFutureOption:
case AssetTypesEnum.IRPutFutureOption:
{
underlyingAsset = new Future {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, volatilityQuotationType, "LognormalVolatility"));
if (adjustment != null)
{
listBasicQuotations.Add(BasicQuotationHelper.Create(additional, "Strike", "DecimalRate"));
}
break;
}
case AssetTypesEnum.IRFuture:
{
underlyingAsset = new Future {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
if (adjustment != null)
{
listBasicQuotations.Add(BasicQuotationHelper.Create(additional, "Volatility", "LognormalVolatility"));
}
break;
}
case AssetTypesEnum.CommodityFuture:
case AssetTypesEnum.CommodityFutureSpread:
{
underlyingAsset = new Future {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.CPIndex:
{
underlyingAsset = new RateIndex {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.SimpleCPISwap:
case AssetTypesEnum.CPISwap:
case AssetTypesEnum.ZCCPISwap:
{
underlyingAsset = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "DecimalRate"));
break;
}
case AssetTypesEnum.FxSpot:
case AssetTypesEnum.FxForward:
{
underlyingAsset = new FxRateAsset {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "FxRate"));
break;
}
case AssetTypesEnum.Equity:
case AssetTypesEnum.EquityForward:
{
underlyingAsset = new EquityAsset {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "Price"));
break;
}
case AssetTypesEnum.CommoditySpot:
case AssetTypesEnum.CommodityForward:
case AssetTypesEnum.CommodityAverageForward:
case AssetTypesEnum.CommoditySpread:
{
underlyingAsset = new Commodity {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "Price"));
break;
}
case AssetTypesEnum.Bond:
case AssetTypesEnum.BondSpot:
case AssetTypesEnum.BondForward:
{
underlyingAsset = new Bond {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value, rateQuotationType, "DecimalRate")); //Changed from DirtyPrice.
break;
}
case AssetTypesEnum.Lease:
{
underlyingAsset = new Lease {
id = instrumentId
};
listBasicQuotations.Add(BasicQuotationHelper.Create(value + additional, rateQuotationType, "Price"));
break;
}
default:
throw new NotSupportedException($"Asset type {properties.AssetType} is not supported");
}
var id = underlyingAsset?.id;
if (underlyingAsset == null)
{
id = listBasicQuotations[0].id;
}
return(new Pair <Asset, BasicAssetValuation>(underlyingAsset, BasicAssetValuationHelper.Create(id, listBasicQuotations.ToArray())));
}
/// <summary>
/// Parses the string info into an asset.
/// </summary>
/// <param name="instrumentId"></param>
/// <returns></returns>
public static Asset Parse(string instrumentId)
{
Asset underlyingAsset;
var properties = new PriceableAssetProperties(instrumentId);
switch (properties.AssetType)
{
case AssetTypesEnum.ZeroRate:
{
var zeroRate = new Cash {
id = instrumentId
};
underlyingAsset = zeroRate;
break;
}
case AssetTypesEnum.Xibor:
case AssetTypesEnum.OIS:
{
var rateIndex = new RateIndex {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = rateIndex;
break;
}
case AssetTypesEnum.IRSwap:
case AssetTypesEnum.ClearedIRSwap:
case AssetTypesEnum.OISSwap:
case AssetTypesEnum.XccySwap:
case AssetTypesEnum.SimpleIRSwap:
case AssetTypesEnum.XccyBasisSwap:
case AssetTypesEnum.BasisSwap:
case AssetTypesEnum.ResettableXccyBasisSwap:
{
var simpleIRSwap = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = simpleIRSwap;
break;
}
case AssetTypesEnum.Deposit:
case AssetTypesEnum.SpreadDeposit:
case AssetTypesEnum.XccyDepo:
case AssetTypesEnum.BankBill:
case AssetTypesEnum.Repo:
case AssetTypesEnum.RepoSpread:
{
var deposit = new Deposit {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = deposit;
break;
}
case AssetTypesEnum.SimpleFra:
case AssetTypesEnum.Fra:
case AssetTypesEnum.BillFra:
case AssetTypesEnum.SpreadFra:
{
var simpleFra = new SimpleFra {
id = instrumentId, startTerm = properties.TermTenor
};
if (properties.ForwardIndex == null)
{
throw new ArgumentException("ForwardIndex must be set in the instrumentId " + instrumentId,
nameof(instrumentId));
}
simpleFra.endTerm = simpleFra.startTerm.Sum(properties.ForwardIndex);
underlyingAsset = simpleFra;
break;
}
case AssetTypesEnum.IRFloor:
case AssetTypesEnum.IRCap:
{
var simpleIRCap = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = simpleIRCap;
break;
}
case AssetTypesEnum.IRFutureOption:
case AssetTypesEnum.IRFuture:
{
var future = new Future {
id = instrumentId
};
underlyingAsset = future;
break;
}
case AssetTypesEnum.CommodityFuture:
case AssetTypesEnum.CommodityFutureSpread:
{
var future = new Future {
id = instrumentId
};
underlyingAsset = future;
break;
}
case AssetTypesEnum.CPIndex:
{
var rateIndex = new RateIndex {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = rateIndex;
break;
}
case AssetTypesEnum.SimpleCPISwap:
case AssetTypesEnum.CPISwap:
case AssetTypesEnum.ZCCPISwap:
{
var simpleIRSwap = new SimpleIRSwap {
id = instrumentId, term = properties.TermTenor
};
underlyingAsset = simpleIRSwap;
break;
}
case AssetTypesEnum.Equity:
case AssetTypesEnum.EquityForward:
{
// var tenor = results[2];
var equityAsset = new EquityAsset {
id = instrumentId
};
underlyingAsset = equityAsset;
break;
}
case AssetTypesEnum.FxSpot:
case AssetTypesEnum.FxForward:
{
// var tenor = results[2];
var fxRateAsset = new FxRateAsset {
id = instrumentId
};
underlyingAsset = fxRateAsset;
break;
}
case AssetTypesEnum.CommoditySpot:
case AssetTypesEnum.CommodityForward:
case AssetTypesEnum.CommodityAverageForward:
case AssetTypesEnum.CommoditySpread:
{
var commodityAsset = new Commodity {
id = instrumentId
};
underlyingAsset = commodityAsset;
break;
}
case AssetTypesEnum.Bond:
case AssetTypesEnum.BondSpot:
case AssetTypesEnum.BondForward:
{
var bond = new Bond {
id = instrumentId
};
underlyingAsset = bond;
break;
}
default:
throw new NotSupportedException($"Asset type {properties.AssetType} is not supported");
}
return(underlyingAsset);
}
