// Stores historical fixings from a TimeSeries
// The dates in the TimeSeries must be the actual calendar dates of the fixings; no settlement days must be used.
public void addFixings(TimeSeries <double?> source, bool forceOverwrite = false)
{
checkNativeFixingsAllowed();
TimeSeries <double?> target = IndexManager.instance().getHistory(name());
foreach (Date d in source.Keys)
{
if (isValidFixingDate(d))
{
if (!target.ContainsKey(d))
{
target.Add(d, source[d]);
}
else if (forceOverwrite)
{
target[d] = source[d];
}
else if (Utils.close(target[d].GetValueOrDefault(), source[d].GetValueOrDefault()))
{
continue;
}
else
{
throw new ArgumentException("Duplicated fixing provided: " + d + ", " + source[d] +
" while " + target[d] + " value is already present");
}
}
else
{
throw new ArgumentException("Invalid fixing provided: " + d.DayOfWeek + " " + d + ", " + source[d]);
}
}
IndexManager.instance().setHistory(name(), target);
}
public void addFixings(List <Date> d, List <double> v, bool forceOverwrite)
{
if ((d.Count != v.Count) || d.Count == 0)
{
throw new ArgumentException("Wrong collection dimensions when creating index fixings");
}
TimeSeries <double> t = new TimeSeries <double>();
for (int i = 0; i < d.Count; i++)
{
t.Add(d[i], v[i]);
}
addFixings(t, forceOverwrite);
}
