public ManageableVolatilityCubeSnapshot(ManageableUnstructuredMarketDataSnapshot otherValues, IDictionary <VolatilityPoint, ValueSnapshot> values, IDictionary <Pair <Tenor, Tenor>, ValueSnapshot> strikes)
{
ArgumentChecker.NotNull(otherValues, "otherValues");
_values = values;
_otherValues = otherValues;
_strikes = strikes;
}
public static ManageableUnstructuredMarketDataSnapshot Subtract(this ManageableUnstructuredMarketDataSnapshot a, ManageableUnstructuredMarketDataSnapshot b)
{
IDictionary <MarketDataValueSpecification, IDictionary <string, ValueSnapshot> > aVals = a.Values;
var bVals = b.Values;
var subtractF = SubtractF(aVals, bVals, Subtract);
return(new ManageableUnstructuredMarketDataSnapshot(subtractF));
}
public ManageableMarketDataSnapshot(string basisViewName, ManageableUnstructuredMarketDataSnapshot globalValues,
IDictionary <YieldCurveKey, ManageableYieldCurveSnapshot> yieldCurves,
IDictionary <VolatilityCubeKey, ManageableVolatilityCubeSnapshot> volatilityCubes,
IDictionary <VolatilitySurfaceKey, ManageableVolatilitySurfaceSnapshot> volatilitySurfaces,
UniqueId uniqueId = null)
{
_basisViewName = basisViewName;
_globalValues = globalValues;
_yieldCurves = new ConcurrentDictionary <YieldCurveKey, ManageableYieldCurveSnapshot>(yieldCurves);
_volatilityCubes = new ConcurrentDictionary <VolatilityCubeKey, ManageableVolatilityCubeSnapshot>(volatilityCubes);
_volatilitySurfaces = new ConcurrentDictionary <VolatilitySurfaceKey, ManageableVolatilitySurfaceSnapshot>(volatilitySurfaces);
_uniqueId = uniqueId;
}
public ManageableYieldCurveSnapshot(ManageableUnstructuredMarketDataSnapshot values, DateTimeOffset valuationTime)
{
_valuationTime = valuationTime;
_values = values;
}
private ManageableVolatilityCubeSnapshot(IDictionary <VolatilityPoint, ValueSnapshot> values, ManageableUnstructuredMarketDataSnapshot otherValues, IDictionary <Pair <Tenor, Tenor>, ValueSnapshot> strikes)
{
_values = values;
_otherValues = otherValues;
_strikes = strikes;
}
