/// <summary> /// The complete set. We are not going to use the Generic dimension /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="termStrike">A term tenor dimension or a strike dimension.</param> /// <param name="generic">A generic dimension</param> /// <param name="stikeFlag">A flag which identifies whether the second dimension is strike or term.</param> /// <param name="value">he value of the coordinate</param> protected PricingDataPoint2D(string expiry, string termStrike, string generic, Boolean stikeFlag, double value) : base(PointHelpers.Create2DArray(expiry, termStrike, generic, stikeFlag, value)) { PricingDataPointCoordinate = stikeFlag ? PricingDataPointCoordinateFactory.Create(expiry, null, termStrike, generic) : PricingDataPointCoordinateFactory.Create(expiry, termStrike, null, generic); }
/// <summary> /// Cube point /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension</param> /// <param name="strike">A strike value dimension</param> public Coordinate(string expiry, string term, decimal strike) { ContainedPoint = PointHelpers.CreatePoint(expiry, term, (double)strike); PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, null); }
/// <summary> /// The complete set. We are not going to use the Generic dimension /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension</param> /// <param name="strike">A strike value dimension</param> /// <param name="generic">A generic dimension</param> public Coordinate(string expiry, string term, string strike, string generic) { ContainedPoint = PointHelpers.CreatePoint(expiry, term, strike); PricingDataCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic); }
/// <summary> /// The complete set. We are not going to use the Generic dimension /// </summary> /// <param name="expiry">An expiry tenor dimension</param> /// <param name="term">A term tenor dimension or a strike dimension.</param> /// <param name="generic">A generic dimension</param> /// <param name="strike">The strike as a string.</param> /// <param name="value">he value of the coordinate</param> public PricingDataPoint3D(string expiry, string term, string strike, string generic, double value) : base(PointHelpers.Create3DArray(expiry, term, strike, generic, value)) { PricingDataPointCoordinate = PricingDataPointCoordinateFactory.Create(expiry, term, strike, generic); }