/// <summary>
/// Maps from a list of asset pairs to a quoted asset set.
/// </summary>
/// <param name="assetPairs"></param>
/// <returns></returns>
internal static QuotedAssetSet MapFromAssetPairs(ICollection <Pair <Asset, BasicAssetValuation> > assetPairs)
{
var quotedAssetSet = new QuotedAssetSet();
var assets = new Asset[assetPairs.Count];
var basicAssetValuations = new BasicAssetValuation[assetPairs.Count];
var types = new List <ItemsChoiceType19>();
var index = 0;
foreach (var pair in assetPairs)
{
assets[index] = pair.First;
basicAssetValuations[index] = pair.Second;
var properties = new PriceableAssetProperties(assets[index].id);
var assetTypeFpML = AssetTypeConvertor.ParseEnumStringToFpML(properties.AssetType.ToString());
types.Add(assetTypeFpML);
index++;
}
quotedAssetSet.assetQuote = basicAssetValuations;
var instrumentSet = new InstrumentSet {
Items = assets.ToArray(), ItemsElementName = types.ToArray()
};
quotedAssetSet.instrumentSet = instrumentSet;
return(quotedAssetSet);
}
/// <summary>
/// Creates a quoted asset set without the asset type specified.
/// </summary>
/// <param name="assetType">The asset Type to remove.</param>
/// <param name="assetSet">The original assetSet</param>
/// <returns></returns>
public static QuotedAssetSet RemoveAssetsFromQuotedAssetSet(AssetTypesEnum assetType, QuotedAssetSet assetSet)
{
var assets = new List <Asset>();
var quotes = new List <BasicAssetValuation>();
var types = new List <ItemsChoiceType19>();
var index = 0;
foreach (var asset in assetSet.instrumentSet.Items)
{
var tempAssetType = new PriceableAssetProperties(asset.id).AssetType;
if (tempAssetType != assetType)
{
assets.Add(asset);
quotes.Add(assetSet.assetQuote[index]);
if (assetSet.instrumentSet.ItemsElementName != null)
{
types.Add(assetSet.instrumentSet.ItemsElementName[index]);
}
else
{
var assetTypeFpML = AssetTypeConvertor.ParseEnumStringToFpML(tempAssetType.ToString());
types.Add(assetTypeFpML);
}
}
index++;
}
var instrumentSet = new InstrumentSet {
Items = assets.ToArray(), ItemsElementName = types.ToArray()
};
return(new QuotedAssetSet {
instrumentSet = instrumentSet, assetQuote = quotes.ToArray()
});
}