示例#1
0
        private void Parse_OldFormat(List <string> line)
        {
            DateTime      thisPricingDate = this.ParseDate(line[1]);
            MarkitSurface thisSurface     = this[thisPricingDate];

            thisSurface.SetName(line[3]);
            thisSurface.SetImpliedSpot(line[9]);
            thisSurface.SetReferenceLevel(line[6]);

            DateTime thisForwardDate = this.ParseDate(line[7]);

            thisSurface.SetForward(thisPricingDate, thisForwardDate, line[11]);
            thisSurface.SetDiscountFactor(thisPricingDate, thisForwardDate, line[12]);
            //thisSurface.SetDividend(thisPricingDate, thisForwardDate, line[xyz]);


            thisSurface.SetVolatility(thisPricingDate, thisForwardDate, line[8], line[10]);
        }