public UpdateAction <ManageableMarketDataSnapshot> PrepareUpdateFrom(ManageableMarketDataSnapshot newSnapshot)
{
var globalUpdate = _globalValues.PrepareUpdateFrom(newSnapshot._globalValues);
var ycActions = _yieldCurves.ProjectStructure(newSnapshot._yieldCurves,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._yieldCurves[k]),
PrepareCurveRemoveAction,
PrepareCurveAddAction
);
var cubeActions = _volatilityCubes.ProjectStructure(newSnapshot._volatilityCubes,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._volatilityCubes[k]),
PrepareCubeRemoveAction,
PrepareCubeAddAction
);
var surfaceActions = _volatilitySurfaces.ProjectStructure(newSnapshot._volatilitySurfaces,
(k, va, vb) => va.PrepareUpdateFrom(vb).Wrap <ManageableMarketDataSnapshot>(s => s._volatilitySurfaces[k]),
PrepareSurfaceRemoveAction,
PrepareSurfaceAddAction
);
return(globalUpdate.Wrap <ManageableMarketDataSnapshot>(s => s._globalValues)
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(ycActions))
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(cubeActions))
.Concat(UpdateAction <ManageableMarketDataSnapshot> .Create(surfaceActions)));
}
private static UpdateAction <ManageableUnstructuredMarketDataSnapshot> PrepareUpdateFrom(MarketDataValueSpecification currSpec, IDictionary <string, ValueSnapshot> currValues, MarketDataValueSpecification newSpec, IDictionary <string, ValueSnapshot> newValues)
{
var actions = currValues.ProjectStructure(newValues,
(k, a, b) =>
{
var newMarketValue = b.MarketValue;
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(delegate(ManageableUnstructuredMarketDataSnapshot s)
{
s._values[currSpec][k].MarketValue = newMarketValue;
}));
},
(k, v) => PrepareRemoveAction(currSpec, k, v),
(k, v) =>
{
var valueSnapshot = v.Clone();
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(
delegate(ManageableUnstructuredMarketDataSnapshot s)
{
s._values[currSpec].Add(k, valueSnapshot.Clone());
s.InvokePropertyChanged("Values");
}));
});
UpdateAction <ManageableUnstructuredMarketDataSnapshot> ret = UpdateAction <ManageableUnstructuredMarketDataSnapshot> .Create(actions);
if (!currSpec.Equals(newSpec))
{//we need to update the key, since we used a non standard comparer
ret = ret.Concat(
new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(delegate(ManageableUnstructuredMarketDataSnapshot s)
{
var prevValue = s._values[currSpec];
s.Values[newSpec] = prevValue;
s._values.Remove(currSpec);
s.InvokePropertyChanged("Values");
})
);
}
return(ret);
}