private static Tuple<int, int> GetCount(MarketDataSnapshotProcessor dataSnapshotProcessor) { int count = dataSnapshotProcessor.Snapshot.GlobalValues.Values.Count; int ycCount = dataSnapshotProcessor.Snapshot.YieldCurves.Any() ? dataSnapshotProcessor.Snapshot.YieldCurves.First().Value.Values.Values.Count : 0; return Tuple.Create(count, ycCount); }
private static void CheckYieldCurves(MarketDataSnapshotProcessor dataSnapshotProcessor, Dictionary<YieldCurveKey, Tuple<YieldCurve, InterpolatedYieldCurveSpecificationWithSecurities, NodalDoublesCurve>> valuedCurves) { var unexpectedCurves = valuedCurves.Keys.Except(dataSnapshotProcessor.Snapshot.YieldCurves.Keys); if (unexpectedCurves.Any()) { Assert.False(true, string.Format( "Found {0} curves which weren't in snapshot", string.Join(",", unexpectedCurves))); } }
private static void GetAndCheckYieldCurves(MarketDataSnapshotProcessor dataSnapshotProcessor) { var valuedCurves = dataSnapshotProcessor.GetYieldCurves(); CheckYieldCurves(dataSnapshotProcessor, valuedCurves); }
public MarketDataSnapshotProcessor CreateFromViewDefinition(ViewDefinition definition, CancellationToken ct = default(CancellationToken)) { return(MarketDataSnapshotProcessor.Create(_remoteEngineContext, definition, ct)); }