C# (CSharp) SingleMeasureCalculation示例

示例#1

文件： CapitalIndexedBondTradeCalculationFunction.cs 项目： ckarcz/Strata.ConvertedToCSharp

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade resolved, com.opengamma.strata.measure.rate.RatesScenarioMarketData ratesMarketData, LegalEntityDiscountingScenarioMarketData legalEntityMarketData)
        private Result <object> calculate(Measure measure, ResolvedCapitalIndexedBondTrade resolved, RatesScenarioMarketData ratesMarketData, LegalEntityDiscountingScenarioMarketData legalEntityMarketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for CapitalIndexedBond: {}", measure));
            }
            return(Result.of(() => calculator(resolved, ratesMarketData, legalEntityMarketData)));
        }

示例#2

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.credit.ResolvedCdsTrade trade, CreditRatesScenarioMarketData marketData, com.opengamma.strata.basics.ReferenceData refData)
        private Result <object> calculate(Measure measure, ResolvedCdsTrade trade, CreditRatesScenarioMarketData marketData, ReferenceData refData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for CdsTrade: {}", measure));
            }
            return(Result.of(() => calculator(trade, marketData, refData)));
        }

示例#3

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.dsf.ResolvedDsfTrade resolved, com.opengamma.strata.measure.rate.RatesScenarioMarketData marketData)
        private Result <object> calculate(Measure measure, ResolvedDsfTrade resolved, RatesScenarioMarketData marketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for Dsf: {}", measure));
            }
            return(Result.of(() => calculator(resolved, marketData)));
        }

示例#4

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade trade, com.opengamma.strata.measure.rate.RatesScenarioMarketData ratesMarketData, IborCapFloorScenarioMarketData capFloorMarketData)
        private Result <object> calculate(Measure measure, ResolvedIborCapFloorTrade trade, RatesScenarioMarketData ratesMarketData, IborCapFloorScenarioMarketData capFloorMarketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for IborCapFloorTrade: {}", measure));
            }
            return(Result.of(() => calculator(trade, ratesMarketData, capFloorMarketData)));
        }

示例#5

文件： FxVanillaOptionTradeCalculationFunction.cs 项目： ckarcz/Strata.ConvertedToCSharp

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade trade, com.opengamma.strata.measure.rate.RatesScenarioMarketData ratesMarketData, FxOptionScenarioMarketData optionMarketData, FxVanillaOptionMethod method)
        private Result <object> calculate(Measure measure, ResolvedFxVanillaOptionTrade trade, RatesScenarioMarketData ratesMarketData, FxOptionScenarioMarketData optionMarketData, FxVanillaOptionMethod method)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for FxVanillaOptionTrade: {}", measure));
            }
            return(Result.of(() => calculator(trade, ratesMarketData, optionMarketData, method)));
        }

示例#6

文件： CmsTradeCalculationFunction.cs 项目： ckarcz/Strata.ConvertedToCSharp

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.cms.ResolvedCmsTrade trade, CmsMeasureCalculations calculations, com.opengamma.strata.measure.rate.RatesScenarioMarketData ratesMarketData, com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData swaptionMarketData)
        private Result <object> calculate(Measure measure, ResolvedCmsTrade trade, CmsMeasureCalculations calculations, RatesScenarioMarketData ratesMarketData, SwaptionScenarioMarketData swaptionMarketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for SwaptionTrade: {}", measure));
            }
            return(Result.of(() => calculator(calculations, trade, ratesMarketData, swaptionMarketData)));
        }

示例#7

文件： SecurityPositionCalculationFunction.cs 项目： ckarcz/Strata.ConvertedToCSharp

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.SecurityPosition position, com.opengamma.strata.product.Security security, com.opengamma.strata.data.scenario.ScenarioMarketData scenarioMarketData)
        private Result <object> calculate(Measure measure, SecurityPosition position, Security security, ScenarioMarketData scenarioMarketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for SecurityPosition: {}", measure));
            }
            return(Result.of(() => calculator(security, position.Quantity, scenarioMarketData)));
        }

示例#8

        // calculate one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: private com.opengamma.strata.collect.result.Result<?> calculate(com.opengamma.strata.calc.Measure measure, com.opengamma.strata.product.GenericSecurityTrade trade, com.opengamma.strata.data.scenario.ScenarioMarketData scenarioMarketData)
        private Result <object> calculate(Measure measure, GenericSecurityTrade trade, ScenarioMarketData scenarioMarketData)
        {
            SingleMeasureCalculation calculator = CALCULATORS.get(measure);

            if (calculator == null)
            {
                return(Result.failure(FailureReason.UNSUPPORTED, "Unsupported measure for GenericSecurityTrade: {}", measure));
            }
            return(Result.of(() => calculator(trade.Security, trade.Quantity, scenarioMarketData)));
        }