public ConditionalAnalysis(SimulatedAnnualReturns simulatedAnnualReturns)
{
var parentIntervals = new Intervals(simulatedAnnualReturns.Parent);
var groupedReturns = new GroupedReturns(parentIntervals, simulatedAnnualReturns.Parent, simulatedAnnualReturns.Child);
foreach (TailType tailType in Enum.GetValues(typeof(TailType)))
{
var intervalReturns = groupedReturns.GetReturnsByTailType(tailType);
var parentIntervalReturns = groupedReturns.GetParentReturnsByTailType(tailType);
var unconditionalAnalysis = new UnconditionalAnalysis(intervalReturns, parentIntervalReturns);
SetAnalysisByTailType(tailType, unconditionalAnalysis);
}
}
private void SetAnalysisByTailType(TailType tailType, UnconditionalAnalysis analysis)
{
switch (tailType)
{
case TailType.LeftTail:
LeftTail = analysis;
return;
case TailType.LeftNormal:
LeftNormal = analysis;
return;
case TailType.RightNormal:
RightNormal = analysis;
return;
case TailType.RightTail:
RightTail = analysis;
return;
default:
throw new NotImplementedException();
}
}
