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Changeset 226

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Timestamp:
07/16/08 21:44:45 (1 year ago)
Author:
snovik
Message:

Change: Some minor changes

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  • trunk/QLNet/QLNet/Index.cs

    r203 r226  
    6868 
    6969        // stores historical fixings from a TimeSeries 
    70         public void addFixings(TimeSeries<double> source) { addFixings(source, false); } 
    71         public void addFixings(TimeSeries<double> source, bool forceOverwrite) { 
     70        public void addFixings(Dictionary<Date, double> source) { addFixings(source, false); } 
     71        public void addFixings(Dictionary<Date, double> source, bool forceOverwrite) { 
    7272            ObservableValue<TimeSeries<double>> target = IndexManager.instance().getHistory(name()); 
    7373            foreach (Date d in source.Keys) { 

  • trunk/QLNet/QLNet/Indexes/InterestRateIndex.cs

    r206 r226  
    9191                throw new ArgumentException("Fixing date " + fixingDate + " is not valid"); 
    9292 
    93             Date today = Settings.evaluationDate(); 
    94  
    9593            var fixings = IndexManager.instance().getHistory(name()).value(); 
    9694            if (fixings.ContainsKey(fixingDate)) { 
    9795                return fixings[fixingDate]; 
    9896            } else { 
     97                Date today = Settings.evaluationDate(); 
    9998                if (fixingDate < today || 
    10099                    (fixingDate == today && !forecastTodaysFixing && Settings.enforcesTodaysHistoricFixings)) {