using Qdp.ComputeServiceV2.Data.CommonModels.TradeInfos;
using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Library.Base.Interfaces;

namespace YLErp.BLL.Calculation
{
    public class SwapTrade : TradeBase
    {
        public SwapTrade(string tradeId, Date tradeDate, Date startDate, Date maturityDate, TradeType tradeType, double notional, double price)
            : base(tradeId, tradeDate, startDate, maturityDate, tradeType, notional, price, new SwapInstrument())
        {
        }

        /// <summary>
        ///
        /// </summary>
        public class SwapInstrument : IInstrument
        {
            public string Id { get; }
            public string TypeName => "Swap";
            public Date StartDate { get; }
            public Date UnderlyingMaturityDate { get; }
            public DayGap SettlementGap { get; }
            public double Notional { get; set; }
        }
    }
}